"Harmony could not overwrite a midi file called something like 000000011.mid"

This is probably because of the wrong file permissions - perhaps HARMONY needs to have the default way it sets the permissions on the file it creates - Don't panic, us hackers know HOW, just need to figure out WHERE :)
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Most needed dlls and other things like the OCX stuff can be got here - the files can be used in WINE or even to recover various Windows versions that have problems or need missing files.
http://dll.downloadatoz.com/
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winetricks - install wine application perquisites with ease
http://ubuntu-snippets.blogspot.com/2008/05/as-most-of-us-know-wine-is-used-to-run.html

also

http://wiki.jswindle.com/index.php/Winetricks
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OK I got the mfc40 & mfc42 installed thru winetricks - got the apache midi loaded and the music score displayed - but no sound as yet.