A technical digression: Actually, if you read the Wikipedia entry, you’ll see that MIDI is much more than a file format. It’s a protocol for communication between electronic musical instruments. Strictly speaking, the file format we’re talking about here is Standard MIDI File (SMF) format. SMF files typically have the extension “.mid” and are called MIDI files. The MIDI format is a bit different from formats like MP3, which are recordings of the actual sounds. A MIDI file is more like a digital copy of a musical score: typically you have several instruments, each with a specified sound (piano, organ, etc.) and for each one the MIDI file specifies each note that it plays: when, for what duration and at what pitch.
Most computers operating systems these days include a player that will handle MIDI files. Windows, for example, has Windows Media Player. There are other players that are designed specifically for MIDI files. The dedicated MIDI players allow you to activate/deactivate different instruments and adjust pitch or tempo, which can be very useful when you’re learning a piece. Some of our members report good results with the van Basco player, but that doesn’t work on Windows 7. Another possibility is Midiplay. The dedicated MIDI players are low-volume software and the quality is often pretty poor. If you discover a good one, please let us know. [Recent addition: Noteworthy Player is pretty good. Also Muse Score.]
For the actual files, the CyberBass site is good, though there are many others. This site typically has separate files for each of the vocal parts, which makes it easy to follow your part, even when you’re using a simple player. Note that the CyberBass User Agreement stipulates that the files are available free of charge, but they may not be reproduced on another site.