This might be overkill, but download and install the small (trial) version
of Cool Edit from Syntrilliam.com. If I remember correctly you can open a
MIDI file, then save it to any number of other formats including WAV.
Also CoolEdit is now Adobe Audition and neither can it open MIDI files.
There are inexpensive conversion programs out there though. Just do a Google
search for MiditoWav or whatever. I think I already replied and gave a web
site that you can check out.