Hi, Welcome to the Forum DJ Ravlen!
Here are all important links:
http://lmms.io/forum/viewtopic.php?f=1&t=4740
-A few rules and useful forum instructions
Firstly i want you to read and try out these guides:does not show me my MIDI player on LMMS.\
https://lmms.io/wiki/index.php?title=Using_MIDI
If you still have issues please post your:
* OS (+service-pack-version)
* lmms version
* hardware specification (ram & soundcard is the most important)
* lmms sound device chosen