what version of IE?
if you can hear one you should be able to hear them all.
make sure you can hear a .mid on your system first. search for *.mid and *.wav files on your HD and see if both play.
with the search window open, open up Internet Explorer. drag one of the *.mid files from the search window and drop it onto IE in the other window. does it play? try it with a *.wav files as well.
download from the windows update site the following ... IE6, DirectX 8.1, and the latest Media PLayer version.
rock on.