Search for and download your song files. MIDI (Musical Instrument Digital Interface) files are almost always available for free download from websites such as mididb.com, free-midi.org and midicenter.com. They are also extremely small in size, averaging only 50KB for a three-minute file. This is because MIDI is more of a simple command format as opposed to a raw audio format such as MP3 or WAV. You will be able to amass an abundance of song files in a relatively short amount of time due to their compact size and easy availability.
Locate, purchase and install your sheet music software. There are many programs available that will transpose MIDI files to sheet music, the most popular of them being Finale. Others that are not solely built for reading sheet music, such as Cakewalk and Cubase, are still capable of doing so. Purchase the program that best suits your goal and is within your desired price range. Try finding a reduced or discounted version of the program containing fewer features if sheet music is your only need; many programs are packaged as fully digital recording suites and as a result can be expensive. Cakewalk and Cubase are both available in "lite" editions, containing fewer resources at a lower price.
Open your program and use it to open the MIDI song files. Finale will instantly transfer the song to sheet music, though operations for other software will vary from program to program. Check your software's included help file if you run into any complications. Once your song file is loaded into the program, you will be able to listen to it. If you have a digital piano or keyboard that operates on MIDI, you should be able to plug it into your computer and play along to the piece you have chosen. If not, your program will still be able to autoplay the file.