In MMD 2012.04.18 I reported my personal experience on this topic.
One of the biggest challenges I met was the association of MIDI files
with the player.  This problem was apparently resolved with a newer
version of the Symphonix Evolution player.  Now you find the dropbox
symbol within the player.  I assume that the reader is familiar with
the dropbox principles.  A new directory "Apps" is created in your
dropbox, followed by a directory "Symphonix Evolution".  There you
can store lots of files and directories, as you prefer.

Best regards from Germany,

Walter Tenten
Linnich, Germany