Nope... you need to record your midi as wave. If you have a soundblaster this is easy. Set your recording-source to Midi Synth, open PA9 and the midi-file, prepare a stereo audiotrack for recording, press record.
I'm about to reply a long explaining answer, but looks like brzilian had posted a link to better answer... It's all covered there. Great job !!! Nuf said...
thanks for the answers people. i did as you said, and it worked nicely. except it added a click track to the wav file. i haven't looked to see why. my next day off i'll check it. oh well.