Can you change MIDI format? Is it possible? I have three songs that I want on mp3 format, but I don't know how to change them...

The songs are at the following addresses:

http://www.vgmusic.com/music/console/nintendo/gba/KHmem_title.mid
http://www.vgmusic.com/music/console/nintendo/gba/gyakutensaiban3-Objection2004.mid

And lastly, the one at http://gh.ffshrine.org/midis/5/283/69.

Can anyone help?

Midi to MP3 programs aren't hard to find. Just do a search for them.