Using your mouse,
1.) Highlight the song, by placing the mouse cursor over the song title.
2.) Click the RIGHT button. This will bring up a pop-up menu. Then LEFT click on the option Save Target As (or Save File As, or Save Item As, depending on your browser.)
3.) Then, on the next Save As pop-up screen, select the folder in which you want to place the MIDI song. It is also at this step where you can change the song file name if you want to. Important: Make sure that the "Save as Type" box says "MIDI Sequence".
4.) Click on the Save button to save the MIDI song.
5.) Remember where you store your MIDI files, so that you can play them back later.
To play back your stored MIDI songs on your computer:
1.) Go to the folder where you store your MIDI songs.
2.) If you're using Windows, just LEFT Double-click on the song you want to listen to, and whatever MIDI player you have associated with .MID files should start playing the song automatically.
See ! I told you it was easy!