To get the volume to display if nothing has happened, try going to the Control Panel, and go to Sounds And Audio Devices.
Tick to place volume control in the taskbar and click okay.
Because you get sound in Media player, thats pretty weird, so you know at least some of the drivers working.
How long has it been like this? Since you installed it?
Plus, since Midi isn't working, thats a bit strange too.
Anyway, now volume controls up, check for any low volumes, or muted volumes which might be causing an issue.
Plus, theres no sound on the internet you say?
If you run Internet Explorer, try this:
Go to Tools, Internet Options,
and go to the Advanced tag,
on the list find where it says Multimedia, and tick 'Play Sounds in Webpages' and Apply. Restart Internet Explorer and then try again.
Simply put this into the browser, and MIDI should start from somewhere:
Its the first file I laid my hands on, haha.
I hope this helps.