If its for a website, easily done with JavaScript. If you plan to use it in a n independent project, you can use a program to convert the midi to wav, some may actually render the song for you and give it life-like sound.
because I sometimes need certain songs or sound effects and they're recorded in midi files. What program on the site mentioned do I download inorder to convert midi files to wave files?
Hmmm... they have some new products up, I suppose just look and see what does what. You can also go to www.download.com and serch for "MIDINight" That does about the same.
Another program that can be used for MIDI track conversion and adding in drum loops would be "Fruity Loops" you can find it at download.com also.
If nothing suits you, just go to Yahoo or something and search for MIDI to WAV conversion. If you still cant find anything, contact me via email and I'll get you something.