Where's my MIDI?

Hello…
I found a site offering free MIDI files. It was my intent to download my choice, then, using Power Producer, add this audio to the beginning of a video capture to be burned onto DVD.
However, when I use PP search interface to open the MIDI into the project, I can’t find it.
I’ve tried to use itune downloads purchased long ago, but this was unsuccessful, as well. We all know I’d rather have the itune mp3, if possible.
What to do?