MIDIs in a datafile

I've been designing a game that uses datafiles to hold the game data (i.e. levels, images, etc). I also want to store MIDIs in there, but I'm not sure what the best way to do this would be.
At very worst, I could simply dump the raw data into the file, and then when I needed to play it back I could dump this data to a temporary file and tell VB to play it from there. This seems rather wasteful though, so does anybody know of a way to load the MIDI directly from a datafile?

The way you've cited seems the best way to me. Midi Files are extremely small anyway, and you could delete it from the package file for the time it's out (and keep the position of where it was).