You could always check up the Modplug Tracker / Impulse Tracker communities out there. It is possible to extract the samples (.wav files) they use from them. Of course, you hardly come by any good-quality sounds that way though; for these you have to pay... Also, if you do that, you will of course not be allowed to include them with your own music-making program.
If you are just after some descent sounds, then I agree that you could use the midiOut features to broadcast over the Microsoft Softsynth (default midi sound bank of Windows systems; everybody has one). It can however also be used with any other device supporting MIDI, like a hardware synthesizer or some software sampler on your system.
"We know some things about poodles, for example that they are alive, they can bark, they eat meat..."
- Extract from Objects first with Java.