In answer to your first question...

Instead of appending your lines together like this :

Code:
String = "First one " & "Second One"
Add them together like this :

Code:
String = "First one " & vbCR & "Second One"
But putting them into a "textbox" might not be pretty unless you have it set for multiple lines.

As for your second question the procedures you are using are waiting for the Midi to stop before giving control back to your application. The functions you are using might not let the program run while you are playing the Midi because they were designed to wait for it to finish...

Have a read through this site on things like "Multi-Threading" and the like to see if it helps.