ProTools Free from Digidesign is FREE! at www.digidesign.com.
This package is the industry standard pro studio environment. The free version is extremely capable. I use it to do midi tracks on one laptop and then port them over to the ProTools environment for audio tracking.
Only drawback is it will not run under Windows 2000 or XP. I always run two partitions anyways (Windows 2000 and 98se) so it works perfectly well for moble needs.
Nuts and bolts of midi.
A PORT or BANK contains 128 midi PATCHES.
A PATCH is a SOUND (piano for example) that is assigned a number 0-127 and has multiple PARAMETERS and NOTES.
PARAMETERS are just that, they adjust panning, volume, attack, decay..etc.
MIDI NOTES (the pitch played) are assigned numbers as well within the PATCH.
I've been working with midi since the mid 80's. You won't understand everything over night, but if you do some google searches on 'MIDI BASICS', I'm sure you'll find everything you would possibly need to know.
Good luck...
BTW...shouldn't this be in the off topic area?