You might be thiking of Boethius' "Consolation of Philosophy." He lived around 480 AD, which makes it Late Roman Empire, rather than The Middle Ages, but in many ways, the Late Roman Empire felt a lot like the middle ages (e.g. inroads of "barbarian" tribes into formerly Roman areas). Luckily, since the work is public domain, the entire work is available here:
http://etext.lib.virginia.edu/etcbin/browse-mixed-new?id=BoePhil&images=images/modeng&data=/texts/english/modeng/parsed&tag=public

If that long link doesn't work, here's a tinyurl equivalent:
http://tinyurl.com/b3v32x

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