The mac version of your "Hymnal" software was probably written for OS9 (hence the "classic") which is before Mac OS X. I still have an an eMac that has Mac OS X 10.1 with a built-in "classic" emulator for running old OS9 software. Think of the "classic" emulator as something like a "Parallels" for running old incompatible OS9 on Mac OS X. I haven't bothered to upgrade my eMac to a newer version of Mac OS X because I want that "classic" emulator for running the old OS9 software that I have. So I could probably run that other mac version of your "Hymnal" software on my old eMac. But I use my Macbook most of the time now and the more current versions of Mac OS X don't have the "classic" emulator anymore.
So, what you could probably do now is make a subdirectory (maybe music\midi or music\hymns where the subdirectory is inside your mac user default music directory) on the mac side of your computer, then go into that subdirectory and copy all of your midi files to that new subdirectory. Then you could try importing those files into iTunes. I have some .MID files in my music directory on the mac side of my Macbook, but they are not showing up in my iTunes -- or I simply can't find them since I have so much other music on my Macbook. But I think they may not be showing up in my iTunes because they are so much smaller at only a few kilobytes in size than modern music files (MP3, AAC, etc. which are larger at a few megabytes in size per file) and iTunes may be ignoring the much smaller midi files. (Oh well I'll have to figure that out.) So if your midi files don't show up in iTunes, what you could instead do is use Finder to go to the subdirectory that you made on the mac side of your computer and double-click those files one at a time and QuickTime will turn on to individually play the file.
Otherwise, you can keep those midi files on the windows/parallels side of your computer, and have Windows Media Player play the midi files under windows. I could go into more detail as to how I would do this myself under windows, but it seems like that you now want to do this all on the mac side of your computer at this point. If so, this is fast becoming no longer a problem of running this under Parallels/Windows.
Whichever way you go, hopefully they'll all sound okay to you.