It seems the Java player can only handle one project using MIDI at the same time, try the following.
First open these projects Jens made in two different tabs/windows at the same time, but click stop immediately when they are loaded.
Jens' Trio http://scratch.mit.edu/projects/Jens/233455
Jens' Jubilate http://scratch.mit.edu/projects/Jens/236075
Open the tab/window with the jubilate project, and click the green flag.
Now open the tab/window with the trio project, (you should still hear the trumpets) and click the green flag.
You will here a piano instead of trumpets
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That's actually quite common. Even the fancy commercial music notation software I use for my real musical stuff is only able to correctly set the midi instruments in a single session, and turns everything else to default (piano).
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