That's what I typically do.
I scroll to nearly the top of the right-click dialog box
Then I highlight the line underneath "Track Type Midi"
A box opens to the right side with about 32 Sound Output choices
I select (in this case) >>coyote WT (default)<<
Then I move down one line on the main right-click dialog box
I click on "set all Midi Tracks to >>Coyote WT (default)<<"
I operate the "Play" softkey
The song plays and sound comes out, except that only two tracks have sound - all other Midi tracks are silent.
I've checked the Midi file, and it appears to be good - I can play it with VanBascos little Midi File player, and all tracks have what sounds like very similar volume.