Almost any MIDI software for Windows can let you specify the device to which it should output MIDI. Even Windows Media Player, actually, which can be done by changing a single registry value. Simply open up regedit.exe and click Edit > Find in the menu and search for "Default MidiOut Device". It should be located in "HKEY_CURRENT_USER\SOFTWARE\Microsoft\ActiveMovie\devenum\...\Default MidiOutDevice". Change the value of "MidiOutId" to 0 for default MIDI, or 1 for a plugged in external MIDI device, 2 for a second device, and so on.