Oh dear! Anvil files are definitely not standard MIDI files - in fact, they are almost double the size! Oddly enough, Cakewalk recognises the format, opens the file, and can save it in standard format.I tried it with MediaPlayer - it plays... so it must be some sort of standard!
My advice is use Cakewalk, Noteworthy, or Cubase... I prefer Cakewalk.