|Listen to this midi clip c_twice.mid.
Do you hear the same note (middle c) twice? If so your
midi player is playing pitch bends okay
If instead you hear D followed by Bb, it means your soundcard ignores pitch bends. One fast solution is to install a soft synth such as the Yamaha Soft synth (see below).
If you hear two pitches, you can probably upgrade your player to one with automatic resets. Here is where you go to upgrade Windows Media Player (it's free) :)
The quality of the sound you hear in MIDI is very dependent on your soundcard as it uses the on-board midi synth. (Other types of sound file such as mp3 or real audio are played as a waveform, which is much less soundcard dependent).
You can get an alternative way of playing midi files for very little cost using the Yamaha Soft synth. It's free trial for 3 months, then you have to register if you want to keep it.
Pitch wise it is fairly reasonable (accurate to within half a cent), and the voices are comparable to those on a middle range soundcard.