Another route is to look up !TiMIDIty (later rebadged as !ReMIDI)
It takes a standard MIDI file and revoices it using a library of samples (much like a sound module) in order to output audio. It's pretty good at what it does, and can output 44.1K 16bit stereo RAW files, which can then be converted to a burnable format.
The sound quality is bearable. It's obviously samples on a computer, but it's better than a kick in the teeth.