If not, select it and make sure that it does not have the MUTE box checked or that the slider is set very low. MIDI files are usually significantly softer than WAV files and will probably require your turning its slider up to the maximum volume in order to hear them. If no slider control is available, make sure your system has a MIDI compatible sound board or driver. The resulting panel tabs will reveal the settings for the MIDI player, if one is installed. If you don't have a MIDI player, a free player is available for downloading on the Bugle Calls Page.
Different browsers react differently to links other than HTML files.
Check the settings of your browser. If you receive a notice of an unknown file type, you should be given the option to save the file on your system. Save the file where you can find it later like the Desktop or someplace else easy to find. Then start Microsoft's Media Player or a Real Player. Locate the file you want to listen to from the player's menu options and follow the commands the player will give you.