dBpoweramp can convert MIDI to OGG. I don't know exactly what you mean by "loss of quality" in this context; MIDI doesn't actually contain any audio, so there's no quality to be lost. Any audio in an audio file created from a MIDI file is created when the audio file is created, so there's no re-encoding that could lose any sound quality, if that's what you mean.
There's a freeware program called Audacity that lets you do that.
Audacity can only convert one file at a time, though.