[Kev]

What tempo do the new midi files play at?

What method have you changed the twmpo in PT with ?
The time line or the transport controls ?

On the transport control there is that conductor thing and the tape tempo bit. I generaly don't use that except for quick changes and try outs. In the timeline there is the permanent markers and tempo and time signature area.

I haven't explained this well as I don't know the official names for these bits.

When I save a midi the tempos do go with it. So it can work.

Keep at it, as the answer is there somewhere.