Go to this page
, scroll down to the bottom, and download xmi2mid.zip
, XMI to MID converter.
It runs in a command prompt window. The format would be XMI2MID.EXE FILENAME.XMI FILENAME.MID
If you want the full monty, go here
and download Awave Studio, which converts a huge number of formats. The trialware is very limited, but the price is $140. I'd suggest trying the DOS coverter first if you don't need the bells and whistles.
Re ASF to MP3, try this page