Converting a MIDI to MP3 with Synthfont
Reasons
When people give music to you, sometimes its in MIDI format. This is good because it doesn't store sound data, but only note (like which sound at which time) data. Not only does this make MIDI's tiny, it makes them usable for the creation of sheet music.
However, lots of mobile devices (Such as the iPod) can't play MIDI's, since it lacks the decoder and sound bank required for it to "render" the song.
There's a lot of MIDI to MP3 converters out there on the internet, but the MP3's you end up with usually sound a little different compared to the original MIDI. That's where Synthfont comes in, since it allows you to choose your own soundbank for rendering MIDI's.
To show you what I mean, here's two different renders of the same song, using very different soundbanks:
Getting it to sound like Windows Media Player
So, as you can see from above, the soundbank makes quite a large difference in how the music sounds, so our first step will be obtaining Microsoft's soundbank. Luckily, this can be found in the C:\Windows\System32\Drivers folder- Go there (Type it in to the address bar in Windows Explorer if you have to), and copy it somewhere more convenient, like the Desktop.
If, for some reason, you can't get that to work, pasting C:\Windows\System32\Drivers\gm.dls in your address bar and going there on a Windows computer and saving it on the Desktop should also do the trick. I'll try to find out if I'm allowed to upload the file to the site- that will make it a lot easier.

Oh yeah, and before I forget, download Synthfont here (It's the first download on the page. If you can't find it or pick which one, click here).
Go through Synthfont's installation, and we'll be ready to start converting! When Synthfont opens (If it doesn't, open it yourself), hit Control+O or File->Open MIDI. After that, browse for your MIDI file, and open it.
Alright, so we should be able to see all of the instruments in the song- We'll also see the default soundbank Synthfont provides. We'll want to change that. Click "SF File", and then open the soundbank we just got.

So now that we've done that, you can try hitting the "Play" button in Synthfont. It should sound the same way it does in Windows Media Player now, since it's using the same instruments Windows Media Player uses to play MIDI's.
Now, we can export that sound data as an MP3. Hit "Play to File," and it'll present you with a box asking what you want to save the file as.

Oh, right. Say "yes" to this box.

You'll probably want to change the format from WAV to MP3, but after you do that, just save the file somewhere. Hit save, and you'll have your MP3!

...And we're done. If you want to be adventurous, look for different soundfonts. They're everywhere on the internet, and commonly have the file extension sf2 or dls.
Happy... MIDI'ing?