Hello,
The link provides a LONG list of files, I didn't see the Goodbye Horses item there, so I tried sonething else.
Yes, the file is labeled .mid, but as expected (at that size), it is not a midi file. It is also not a .zip file.
It appears to be a type of .MP3, i.e. a digital audio file. The download referred to VLC as a playback option, and when I tried VLC this played back the file perfectly. Maybe the Windows media Player will work as well. But it is NOT any sort of midi file.
I could see no easy sign of a midi file (such a file would be about 50k bytes size,maybe a bit less, or a bit more. I suggest you keep searching. Use the song title, the artist, the movies the track has been used in (Silence of the Lambs, Married to the Mob, Clerks II, etc). Maybe some of the other artists that have done cover versions. One of the web sites I saw seemed to refer to a midi file, there was a track listing, but the site was offering ONLY an .MP3 generated from the .mid file. So there must be a midi file somewhere?
Geoff