The music featured on this site is in MIDI format.  MIDI stands for "musical instrument digital interface."  A MIDI's sound ultimately depends on the user's soundcard.  Generally, better soundcards yield better sounding MIDIs.  A soundcard with a good wave synthesis/emulation give the best results.

That's why MIDIs may sound different when played on different computers.  Think of a computer as being an orchestra.  The computer's soundcard would act like their instruments.  The sound quality of the music the orchestra will play depends on the quality of the instruments they use.  Similarly, the quality of MIDI depends on the quality of the soundcard.