Eluze,
When I try midi2ly under Windows 7, I get the error "No module named midi". While I see a midi.dll in LilyPond\usr\bin and LilyPond\lib\lilypond\current\python, I don't have anything at all under \Python27.
But, as I said, it works fine on my Linux box ... so I assume I'm missing some Windows-specific file and am too lazy and poorly motivated to fix it.