MIDI stands for Musical Instrument Digital Interface, and is a standard by which musical pieces can be stored on a computer. Rather than encoding the actual sounds, as digital sound does, MIDI only stores information about the sounds -- pitch, volume, instrument, etc. Since MIDI does not specify the exact sounds to be reproduced, but only lists which instrumental (or sometimes non-instrumental) sounds should correspond to which instrument numbers, a MIDI piece will sound different when played on different equipment.
I've done a little MIDI composition of my own, which you can hear through the links below. (No original pieces yet, sorry.)