Deane,
Yes, just connect the standard audio outputs to your computer's line-in, select Line-in on Audacity, then record in the standard way while the midi file is playing.
Gary
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Travlin' Easy
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PSR-S950, TC Helicon Harmony-M, Digitech VR, Samson Q7, Sennheiser E855, Custom Console, and lots of other silly stuff!
K+E=W (Knowledge Plus Experience = Wisdom.)