MIDI file playback

I just noticed your post, profnick.
Yes, GTP4 does support these, but it takes a little bit of setup.
If, by "other software", you mean Windows Media Player, that uses the Microsoft Wavetable Synth, which is built into your system. It is a default, and requires no intervention on your part.
GTP4, on the other hand, is more sophisticated. Since it allows you options for MIDI playback, it requires some setup.
If you are using your M-Audio card in one of the preferred driver modes (WDM or ASIO), the MS Wavetable synth is most likely not an option.
I am fairly certain that GTP4 includes TTS-1. This is a General MIDI softsynth suitable for playback of most generic MIDI files.
In GTP4, insert TTS-1, selecting MIDI Source Track, First Synth Audio Output, and Synth Properties Page.
Now, highlight your MIDI Source Track, and import your file.
At this point, it should play back.
This may seem like added steps, but the flexibility opens a huge world of sound to you.
Hope that helps, and don't be afraid to ask more questions.

i cant find tts 1 on my gtp4 ,,,