Sorry, been away too long. Just not enough time anymore.
You've got plenty of MIDI paths, but you have to tell the software which path to take. Sending it to a MIDI out won't do any good unless your using a keyboard as a sound module. You need to pull up the file you want to play and see which port it's getting directed to. BTW, I find M$ MIDI mapper to be a waste when you can just go direct to where you need to go.
Your audio setting will only matter when using soft synths. Using ASIO settings is definately the right step, though.
Hope this helps.