There's no separate process. It's all MA3, which does not know or care what other programs might be using the .sgt extension. It just gets the bytes and feeds them to the sound card through the DirectX MIDI drivers.
Dale - Your bet regarding reimbursment of the cost of the CD is a risky one. Something totaly unrelated might fix the problem. Maybe shortly after installation, his cat might walk across the keyboard and press the M or B key, and the sound might magically start working.
But seriously, I think the CD asks if you want to reinstall DirectX. If that has not been done, some missing drivers might be put back into place, in which case the CD might be seen as "fixing" the problem.