Judging from the joystick-Midiport comment you made, I assume you have a PC. If so, you don't need any software to play the midi files on your keyboard. Depending on which version of Windows you have, under Control Panel you can change your Multimedia settings so that your Midi Output device is your default Midi player. You can then use Media Player in Windows to play the midi files. In fact, just double-clicking on the file should make it play your keyboard.
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Jim Eshleman