I recently installed Sun JDK on my computer, and chose the option for the expanded language support/fonts, along with the midi synthesiser(?) which it said would be needed for midi support inside Java applications.

Now whenever I play a midi on my computer, the sound is really messed. You can tell what tune is playing, but it sounds nothing like what it should.

I have integrated SoundMAX audio on my P4PE motherboard, with the latest drivers and software.

What you're probably hearing is the drum track being played on a different patch, so it sounds like someone's mashing a piano. (For general midi the drum track is set to channel 10 but it sounds like channel 10 is being read as a normal track)
Have you checked the settings in the control panel? (Sounds and Audio Device Properties in XP and Multimedia in 98)
Try changing the default device for MIDI music playback.

It was set to SoundMAX Wavetable Synth, and I set it to Microsoft GS Wavetable Synth. It improved, but still does not sound like it should.

* rav0 bumps this threas because rav0 really wants to be able to play midi files

The MS default MIDI synth is a bit crap TBH. You may want to look for a suitable replacement at Sourceforge or somewhere. Either that, or just switch between the ones you have to find the best one.

The default Microsoft synthesiser sounded reasonable, until I installes JDK.

Are there any files it uses that JDK perhaps replaced? Where could I get them?

Instead of looking for individual files, you could try restoring the MIDI synth from your Windows CD.

Does that translate into reinstall Windows? I can't find anything related in Windows Components Wizard.