On my system, midi files play back with the Totem Movie player which, despite its name seems to be a general purpose player. It's been working since 8.10. You will need to install Ubuntu restricted extras to make it work though, IIRC.

You may well also have to install a software synthesiser. There are two available for Linux, Timidity++ and Fluidsynth. Most people seem to use Timidity, but I use Fluidsynth which seems to be a bit less hassle to set up. You will need to download a sound font to make either work.

I am not on my regular computer just now. I am typing this on my netbook which runs a different flavour of Linux, but I will check later on this morning and get back to you.