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.