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Sound Editors

Cool Edit
GoldWave
Timidity++
Timidity will convert Midi files to to Au. Be sure to get the beefed up command line (timpp291q.exe) version. Run it from the command line as timpp291q -a -Ou8UM -s8000Hz myfile.mid and you will get a playable output.au of the midi. It takes a while to download all the sound patches, but if you follow the instructions correctlly it isn't too hard. (Timidity++ is also a free softsynth.)