the built in sound card does not contain a MIDI device. first we have to figure out if you have your sound card working - if so, then we'll move on to midi - you can't hear midi if you can't hear audio, so soundcard first.
change to MME driver mode:
OPTIONS>AUDIO>ADVANCED>DRIVER MODE = MME
close MC
restart MC
let the wave profiler run
that should get your sound card working. now to work on having a way to output MIDI - you need to work thru tutorial #8 in the help files. it will guide you thru inserting a softsynth which will allow you to have a synth to output your midi to.