sirreed, have I got a deal for you. "Give a man a fish and you feed him for a day. Teach him how to fish and you feed him for a lifetime."
There are a lot of songs you will probably want to play eventually, not only from my man, the G'ster, as MIDI files just waiting for you to download.
My suggestion is for you to get a simple, free music notation program (you can download one - google it). Then you can download (http://www.vanbasco.com/midisearch.html
) MIDI files of your favourite music, enter it into your notation program, and you will not only have the music to the melodies you want, but often a reasonable transcription of the improvised sections. Plus, you will have a recorded background you can play along with.
Just so you'll know what's available, here's a sampling of available MIDI files of the G'ster's songs. http://www.vanbasco.com/search.html?q=kenny+g&resultsperpage=10
Happy hunting und viel Spaß!