I don't use any midi files with my T2 but you can definitely do as mdorantes rightly puts below and you can also put your midi file through the Mega Enhancer software that came with the T2. You can also load in the midi file, pick the part (1-16) and then just pick a new sound and re-save the midi.
It's far easier to link the T2 to your PC and use a software package. As you edit the parts on the PC (sound changes, volume, panning etc) you can hear the changes immediately as the T2 is playing.
Best of luck, just play around and experiment.