Depending on how your browser (Internet Explorer, Firefox, Chrome, etc.) is configured, left clicking on a file will either open it and begin playing it or start downloading it to your hard drive. If you wish to download these files so that you may use them while disconnected from the internet:
If you use Internet Explorer, right click on the file name then select "Save Target As". You then will have the opportunity to select a directory on your hard drive into which the file will be saved.
In Firefox or Chrome, right click on the file name and chose "Save Link As".
The quality of playback is dependent on basically three things:
The quality of your sound card
The quality of your speakers
The default program that your computer uses to play midi files
Having a good wave table soundcard is the best choice for playing midi files. Most current computers use built in sound that can work OK and uses Windows software to synthesize authentic instrument sounds.
Computer speakers are no match for a home stereo. If you are serious about music and being a musician, you must take a line out from your sound card and patch it into a good stereo. You'll be amazed at what a great combination a computer and a stereo make! The patch cord usually consists of a male stereo mini-plug (connects to computer sound card) on one end and two male RCA plugs (connects to stereo auxiliary input) on the other end.
Most midi programs will play my files just fine. Anyone with a computer that loves music should probably be using Winamp, which is now available completely free. It will not only play midi's, but also the very popular mp3's,cd's and .wav files.
A great free midi player is vanBasco's Karaoke Player. It has a control function which can change playback tempo as well as key. It also has a cool karaoke feature which enables you to download and sing to karaoke files which are widely available on the internet. This MIDI player plugs in nicely to Internet Explorer or Netscape. I have, however not tried this program with Windows 7.