Well, I know there are many converters you can download and use to convert the files. I'd suggest using a search engine and looking up "How to convert Midi to MP3", and you should get a few helpful websites. (I can't post them because it'd probably be considered advertising, of course.)
You'll want to make sure the program you download is reliable, of course, so you could do a few searches on the program's name and look for feedback, or something, if need be.
If you can't download files (like me), then I'm not sure if there's a program that comes on most computers already to convert them...