You can download a free converter from cnet.com. Just click the software tab and type free music converter in the search. And dont worry about viruses its all scanned for viruses before being posted. Im sure you can at least find a trial converter then just uninstall it when you're done if you dont want to keep it.
MP3 is a compressed audio file (wave). Midi is a file with instructions on how pay the tones. Midi is like having the script and the computer interpret it.
Imagine the MP3 of an audio book and Midi as the book.