So here and there, I've been buying random midi devices that I assumed would be compatible with MS-DOS. And by far the easiest one to set-up and works the best (in comparison) was the Gravis Midi Adaptor. It plugs into the gameport, and gives you Midi IN, Midi OUT, and even Midi Thru. Plus, it still has 2 gameport controllers on the other side, so you dont lose your gameport.
How to Install: Plug it in. The End.
It worked in Windows 98se, and MS-DOS, with no drivers to install whatsoever.
So for those who want some dos midi support with Impulse Tracker, or as a playback device with games, this is the one to get. I bought it on ebay for about $6.