Rusty,
I dont know from wich menu you starting a Midi file,but in all is the same.If you start directly from HD(that i mean :you go first to HD and in the Midi file folder)you just simply shouce your desire file with Alpha deal knob to select them with blue collor.You dont nead to select them with Enter button.When your file is blue pres Play and midi file start to play.
Second way is playing Midi files from Main scren.
From that scren pres F3 or F4 button and right site of main scren change and show folders from your HD(dont know whay dont show USB kay if is plug in).Scroll down to Midi file folder and pres Enter.Your midis aper.Again chouce your midi file with rotating cnob and simply push Play button.
Of course you haw a chance to start midi with Enter button(Midi start to play emidetly)or chosen midi you can start with Play button.Second way give you a chance to start play when you are preper to play that midi.
Hope I helping you.In my Audya is that a only function who work with no problem.But that is a diferent story....