A google of "WINE MIDIIO32.OCX" returns this thread as No 1 !!!! :-)

Some useful thoughts...

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The mfc40.dll file is normally found in the system32 directory on Windows and that is usually where Wine and applications expect to find it. A few of the apps I've used that try to install in the root of the "C:" drive have encountered some odd problems (possibly the cause of your midi issues?).
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