Don't rename your file extensions....it won't work.
For example: Rolling River.midi cannot be simply re-named to Rolling River.wav.
It will take some practice and finding out about your windows recorder to learn how to do this.
Go to Start/Programs/Accessories/Entertainment/, then open Sound Recorder.
You will not be using this to record sound, but will use it to convert from say, a midi, or PCM,etc, to a wav file, or a "MPEG, 3-layer" file.
Open the sound recorder, then click on File, Open. Select the file you want to convert. Then, click on File at the top, then Properties.
You will see a button "Convert", and can then choose what file extension to want to convert to, and what conversion factors you want to use, such as the size, mono, stereo, etc.
This will take some practice. You are now into a whole new area of music!
Best of luck,