S = Sound[{"Violin", {SoundNote[{"C"}, .5]}, {SoundNote[{"C", 
      "E"}, .5]}, {SoundNote[{"E", "G"}, .5]}, {SoundNote[{"E", 
      "C"}, .5]}, {SoundNote[{"C"}, .5]}, {SoundNote[{"D", "F", "G", 
      "B"}, .5]}, {SoundNote[{"C", "E", "G"}, 1]}}]
Export["henry_xie1.midi",S, "Midi"]

w = Play[
  ArcTan[Cos[x]] + Sin[1000 x^4] + Abs[Cos[200 Cos[x^\[Pi]]]] + 
   Cos[1000 x^2] + Cos[2000 Sqrt[x^E]], {x, 0, 10}]
Export["henry_xie2.wav", w, "WAV"]