Most people may have already configured this but for those who haven't ,this tip:
Go in windows to your configurations screen and search for your audio properties.
In audio properties go to the audio tab.
Look for midi device (or something like that) and choose your midi-interface for(to) your keyboard, normally it's on GM played by your soundcard.
Now if windows media player has to play a midifile your keyboard will play it.
So if you go for instance to this link
e-chords and play the mediaplayer you should hear your keyboard playing the midisong.
It's sounds a lot better than the standard soundcard in most of the used pc's.
Just trying to share some usefull tips!
Jan