No midi message would seem to suggest its not receiving any data at all rather then no sound. You may be able to test depending on your model. (Instructions below) Leave it all plugged into the PC just to confirm speakers are working fine.

I had same problem and was just the midi cable. As far as configuring games it really should be as simple as specifying MT 32,External MIDI device or whatever that game wants to call the option and maybe the ports address.

ROM PLAY

The MT-32 stores five songs for demonstrating the excellent
quality of "LA" sound source and the effect of the MultiTimbral
function. Playing those pre-programmed songs is called "ROM
Play" in this manual.

PROCEDURE

(1) While holding the Master Volume button (1), switch on the
unit, then select a song (1-5) using the Part button (2) num-
bered 1 to 5.

(2) Press the Volume button (3} to play the selected song. (See the
picture below.)

• To stop playing, press the Sound Group button (4).

• To play 1 to 5 songs repeatedly, press the Sound button (5),

then the Volume button (3).

I believe that some times the problems are simple. I was trying to connect the roland to my macintosh performa 6116 and i couldn't find what to do. All the connections were right but nothing. Finally i found that it was the cable for the L and R ports because the two big connectors were 3,5mm and i had to use adaptors without results of course. So i bought the HOSA CMP cable and the roland worked.

Until now i haven't managed to make the roland mt32 work. I did the above test without success. I am thinking of buying roland mpu 401 midi interface. I saw also that there is a Midiman Portman PC/P Parallel Midi interface. I have the same for Macintosh (Macman midi interface) and it works perfectly on my performa macintosh 6116.