Yes, there is a program to play midi files on your amiga...and it's bloody good as well. Makes :flame:GMPlay sound like a toy...
http://aminet.net/package/mus/midi/AmiTiMiDityThis thing uses AHI...
You'll need an 060 to play in real time, but MY GOD IT'S GOOD!
If you don't have the cpu power, you can have it create a wav file instead so that even lower cpu's can enjoy the quality of playback.
I recommend you download this archive too:
http://aminet.net/package/mus/midi/Timidity270It contains 3 superb midi files to test you player on.