Quote:
They sound a little weird through default MIDI "engine". Any suggestions on how to improve them

Have you got SampleTank installed.
You can also get free VST Instruments if you do a search then just put them in the midi track you need better sound from.

http://www.musicradar.com/tuition/tech/the-27-best-free-vst-plug-ins-in-the-world-today-277953

http://www.vst4free.com/index.php?plug-ins=Piano/Strings

http://www.vst4free.com/free_vst.php?id=382

http://www.vstplanet.com/Instruments/VST_Piano4.htm

http://www.vstplanet.com/Instruments/VST_Piano7.htm

http://www.myvst.com/vst-instruments/piano-electric-piano

or Coyote ForteDXi