This is playing midi files, where the midi file contains the usual PC (Program Change) instruction to set a specific Channel to a specific instrument.
I just installed things and it all worked. My use of SynthFont (software/midi player) with the 'Timbres of Heaven' SF font file has worked fine, no problems, and sounds great. I've been using vintage equipment for a lot of years, and have recently started using something more modern on my XP machine.