I'm not sure how to convert to midi. But for wav, there's many a free program out there which can convert such. A "free" audio editor which can import & export mp3's, ogg, wav, aiff ... & can also clean up the sound or normalise, etc. get http://audacity.sourceforge.net/windows.php (don't forget to download the manual.)
If you just want a simple converter, perhaps iTunes or ...