Are you aware that MIDI is not an audio file per say, it is a chain of digital commands?
For MIDI to do what you need as Gary hints at the MIDI command you seek will trigger an audio sample which can be on a PC or Mac.
By far the easiest way is to create an audio file on your PC or Mac and play that back.
If you are not competent with using a DAW you have a steep learning curve as you go that route.
I appreciate your input
I am not competent with a DAW. I would need to find one and get started. From some browsing a round I find that you are most definitely correct. They look daunting. The only thing going for me is I am very PC literate, so that may stint my learning curve just a bit.
I should probably mention whey I want to get it into the piano: I am in the learning path of doing my own accompaniments. And on the (rare) occasion of playing for someone, I want to use my accompaniment. Playing Riders on the Storm w/o thunder would just be wrong
It's sounding like I'm stuck with the thunder resident on the DGX. I did record a sample track with it, and given the music coming out during the thunder does overshadow the poor thunder sound. But a great thunder would be much better.
For the purpose of putting it up on Youtube, I could use my Video Studio software and add the thunder there for the Youtube video, but playing it live wouldn't be the same using the DGX thunder.
Thanks again for your input.