If you get this error, this means one of the following:

1) Another program on your computer is already trying to play MIDI sounds. 
   Two different programs cannot play MIDI sounds simultaneously. Try closing
   all programs before trying to Play in your MIDI program. If you don't see
   any other programs open, try restarting your computer. 

2) You do not have the correct MIDI Device selected as the default device. 
   To correct this, from within the MIDI program go to Options > MIDI Port 
   Setup > under MIDI Output most likely you display a software synthesizer: 
                   "Microsoft GS Wavetable SW Synth"
   Click on the arrow to the right and change it to a device related to your 
   Sound Card. You might need to experiment to find out out which is the 
   correct device for your particular Sound Card or MIDI Interface.
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