I'm sure that Joe will have some sage advice, but my first suggestion when using NoteWorthy is to go to the File menu and then press press Import. If it finds your nominated MIDI (.mid) file OK it will ask you a few questions. Just keep pressing OK to the questions and your notation should open.
If it won't open a file that you've created then Import a .mid that you've got from the Web. If this file opens fine there must be some (hopefully) little problem with your home-made files.
If NoteWorthy doesn't work it sounds like you have a bodgy copy of NoteWorthy, but it's probably a bit earlier to speculate.
I'll be away for a few days but lots of people here can help. Regards, John