I think your problem is a matter of channels. It's no so simple to convert the file. You must put the right hand track in the four midi channel and the left hand in the third midi channel.
To do so you must open the file in a sequencer (Cakewalk, for example, or any freeware sequencer). Check the channels of the track you want to convert. If they are not right you must change them. Done this, you can use the Smfconverter software to put the midi in your keyboard.

Hope this would help you.

Dídac.