I've figured where you are going wrong...

It's a DOS program, so you have to manually input the name of the file, which must be in the old DOS 8.3 format. Unless the MIDI file is in the same directory (DOS name for Folder!!) as the MID2TXT.EXE program, you will also need to specify the PATH...

Example... C:\MIDI\MYFILE.MID finds the MIDI file called MYFILE.MID in the \MIDI directory on the C: drive.

The resulting file is saved as MYFILE.TXT, and it worked first time for me! Then again, I'm a boring old DOS fart, you see...