Alesis Andromeda A6

I also tried the midi files as well as the sysex dump,but every time 
I tried to open the midi file with the OS,my darn Yamaha XG works 
come up and grabs it,when I'm trying to get it to Cakewalk.Is there 
something I disable in XG to get it to leave stuff alone?I'm very new 
at this midi stuff,being a guitar player for 25 years,these kinds of 
things never came up!So,I'm learning something new,and when certain 
programs try to grab things that I want elsewhere,it makes me 
confused.I'm learning,but when something new comes up,I don't know 
what to do.