MIDI files contain notes and instrument instruction for a playable song. As such only special audio editing / conversion software with proper instrument libraries and translation capabilities can convert MIDI files to actual audio files like the WMA (Windows Media Audio). So it is not much of conversion, more like generating *.wma audio file from *.midi source.
Convert MIDI-sequention sound to Windows Media Audio.
We found one software available in the database for this conversion.
Microsoft Windows software - convert midi to wma on Windows
An audio editing software for Windows and Mac
Convert from midi file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.