Try creating a new folder. Go to your computer and create a new folder with name such as MIDI on your desktop. Then after you see it on your front pafe desktop - send it to your thumb drive or "E" or whatever it's called. After the transfer, check the thumbdrive and you will see a folder named "MIDI". At this point download your midi files to the file named "MIDI" on your thumb drive. Let me know if it works.