I recently did an extensive search for free-of-charge MIDI software for a WinXP driven PC with a tiny screen (Netbook), tested around 10 promising programs which I could find for legal download in the Internet, and here are my results:

files with MIDI data can best be manipulated with this programs:
A) for TECHNICAL STUFF use the 'event list' window of the program SEKAIJU
- it let me see which MIDI data is saved by the recorder of my digital piano and which data is saved in MIDI files downloaded from the internet
- it let me easily edit in the MIDI data the entries on technical events, for example 'sysex' parameters for making downloaded files from the internet compatible with my particular digital piano, let me select a certain sound and reverb setting for the playback on my digital piano, edit the information on pedal usage, correct dynamics, etc...
B) for MUSICAL STUFF use the program Notepad from FINALE
- it let me see a score sheet of the musical part of the midi data, and allows me to listen to it
- it let me edit the score

communication between two MIDI devices can best be monitored and tested with this program:

Hope this helps you to get quickly up an running with MIDI!
Best wishes,
learning Piano on my Roland HP-505
before playing Drums in adults bluesband on handpicked set; before crashing E-Guitar in kids garage band; raised on home entertainment Organ and Keyboard models Eminent Solina P240, Farfisa Maharani 259R, Technics KN800, and on Mouth Organ, Recorder and Accordion