This is a free and brilliant small piece of software.
Not only will it play midi files but you can change the tempo, the key (yes, the key) and the volume by using a slider.
It also includes a 'piano' keyboard so you find notes if you want. Also an editable output display - isolate only the instruments you want to hear.
It also has its own web search for any song or tune you can think of. Type it in and it'll show you where to download it.