Before keyboards had hard drive and good quality song players, I used to play my midi files from VanBasco and audio from winAmp.
winAmp is still my go-to PC platform player - small footprint, easy control - ability to scroll and hit "enter" to start playback with NO mouse repositioning. The setlist (song list) stays up and the song stays highlighted till you move the arrow key or mouse away from it. I love that.