Does your soundcard have an onboard synth? MIDI doesn't actually sound like anything, you either have to trigger a VST/DX sampler/synth or your soundcard's onboard synth. Give us some more details as to what you have and what you're actually doing. It sounds to me like you're exporting MIDI and expecting that MIDI data to sound like it does in Fruity Loops, which isn't going to happen (unless you were just using Fruity to trigger MIDI in the first place).
Things that might work:
1) Export a wave file. You'll lose your ability to adjust the timing of the track in your multitracking software, but at least it'll sound right. For best mixing results, export each fruity channel to its own wave file.
2) Use a VSTi or DXi sampler, and load your samples into it...then use Fruity to trigger the sampler. That way you can use the same sampler in your other application (if it supports VST or DX instruments) triggered by a MIDI track exported from fruityloops. In this case you'd basically only be using fruity because it's a better sequencer than your multitracking application.
Slackmaster 2000