MIDI isn't supported as a flexibly-usable file format in Warcraft 3. Your best option is almost certainly to convert .mid to .mp3 at low quality to get the sound without adding too much map file-size.
Well, it won't inherently be low-quality, but if you want to fit the map under a reasonable limit (4mb, of course, at the max), you'll have to cut corners somewhere.
I know MIDI is used for a couple minor things in Warcraft 3, like environmental sounds or somesuch, but I'd heard that some people had experimented with abusing that and found that it really screwed up the sound. I wouldn't be surprised if the Map Utilities just converted the .mid to .mp3.