Hi François:
Find a VERY old version of iTunes (6.0 or so); it will render MIDIs. Newer ones won't.
Failing that...
I use Audio Hijack (shareware,
http://www.rogueamoeba.com) for recording audio from just about any application or external audio source. QMIDI is a shareware MIDI player (
http://www.geocities.com/mixage/ ) with playlist capability. So this should work:
Launch QMidi and pop your files into a playlist. Pay the shareware to get rid of the nags ($12).
Launch Audio Hijack, pay the shareware (or you get noise after 10 minutes). Configure it to hijack (listen to) QMidi's output. There are options to start a new file after n seconds of silence (ideally between songs). Set it to record to MP3. Hit Record. The recordings go into ~/Music/Audio Hijack and have ugly timestamped names. Sigh.
In QMidi, press Play.
Check after a couple of songs to see that all is well (levels, file splitting etc.). Then turn down your speakers, fill up the playlist and let 'er rip, so to speak.
I use a variant of this to capture digital audio from my Kurzweil keyboard for burning to CDs.
No, I don't work for Audio Hijack or the QMidi folks, but they sure work for me.