Download the appropriate software for you. Try the Shareware Music Machine to start out. This is a comprehensive list of many different software programs--many of which are free--that can convert your wav files. Download.com also has a large list of different audio converting programs. A simple search engine query will reveal several more options. Many of the programs can also perform other audio conversion tasks. Be sure to read the system requirements for each program before you download it to ensure that it will work with your computer system.
Install the software. First you will have to locate the file you have downloaded, which is usually in the downloads folder of my documents. This folder, however, can change with different operating systems and Internet browsers, so a simple search may be in order. Once you have located the file, open it to begin the installation process. Depending on the program you have selected, you may have to select a few settings or answer questions during the process.
Open the software. It might look daunting at first, but most of the download sites for the audio converting programs have help pages to get you started. In most simple freeware programs on the lists above, you should be able to select an input file (the wav) and name the output file (the midi) on the first screen that appears once you start the software. If you are still having trouble, select help on the top menu of your program for more information on how to begin the conversion.