Have you tried any of the methods you find at http://www.google.com/search?hl=en&q=burn+Midi+Files+to+a+CD&btnG=Google+Search yet?
I am a beginner with Windows Vista. I have tried to burn Midi files on my computer to a CD but it won't work. Please run me through the procedure. The files are music I played and recorded on my Digital Yamaha piano.