I think your best bet would be to use something like the Yamaha SYXG50 Software Synth, and use that as your Main Midi playback synth.
You could use say WinAmp to output your Midi files as MP3 Perhaps and then simply use these MP3s to write to the CD?
I have tried this as a quick hack and it works very well, but setting it up right can be a tad fiddly.
I use My Atari Falcon and several thousand pounds worth of Sequencer kit and to be fair, I still use a PC just to record the stuff ( I use an Audigy 1 and SBLive Drive to mix the Digital and Analog stuff ) and Im doing the same as what you need to do, but obviously on a much bigger scale.