Conversion of MIDI files to .wav files

[bose]

Can anyone help me on this one. I've had no trouble at all downloading MIDI files from the net and playing them on Windows Media Player, but I need to convert them into a .wav file which is compatible with KHpro.
The only way I've found to do this is to play the files on the computer and record onto a MD player, and then sample the tracks back from the MD player. It's a bit lengthy, so there must be an easier way!

Bose