Hi Noel,
have you got an installed midi device driver in your PC? So if not,you have to install one, which is supported by your soundcard. A frequent reason of faliure is the wrong connection.
The correct connection at D10: connect the midi out plug to midi in of d10 and midi in plug to midi out of d10. To play midi files I use Cubase, I recommend you this software.

regards,

Les