What File association do you have set up for file type .mid ?

I don't have any problem playing the MIDI files off the net version of DT. Try just double clicking on a MIDI file from Windows Explorer - if it brings up an application and plays OK then it should do from a Web page file. If not, then you may need to check out the association for .mid files.

Quite a lot of applications automatically "hijack" file types when you install them - esp. Media and Graphics type applications.