Use a floppy disk and copy them about 7 or 8 at a time. The process of copying direct from PC to SD Card is complex and is similar to this explanation for transferring midi files from PC to SD Card:
Transferring MIDI Files to SD Card using a PC

It is not possible to just copy and paste MIDI files directly to an SD Card using your PC, if the files are destined to be played through the KN7000’s sound system.
The KN7000 operating system expects all MIDI files on an SD Card to be structured in a particular format and just Dragging and Dropping or Copying the files from a PC folder directly to the SD Card, does not construct the required format. Although you can ‘see’ the MIDI files on your PC, the KN7000 will not recognise them.

The KN7000 does allow MIDI files to be transferred from a Floppy Disk in its Drive, to an SD Card in the KN7000, but this can only be done one file at a time. If you have a batch of MIDI files which you wish to transfer to an SD Card, using the KN7000 system is not really a feasible solution………..

The following procedure, can be used to transfer a batch of MIDI files to an SD Card.

PROCEDURE.

1. Create a folder in the root of the SD card called IMEXPORT.
Alternatively, on the KN7000, load a MIDI file, save it to SD sound as a MIDI, then go to SD Tools\SD Sound menu and export it. This will create the IMEXPORT folder for you (you can then delete the MIDI file it contains).
 
2. Now on the PC, just copy all your midis to the IMEXPORT folder.
 
3. Insert the SD Card in the KN7000, go to SD Tools\SD Sound and import them. You can select all, or selectively select and importantly create and name the playlists you want as you go.

4. When finished, empty the IMEXPORT folder on the pc and copy the next batch.

I worked in batches of ~40 because it was manageable in the selection list, or in batches of wanted playlists. You can always re-edit/order playlists afterwards.
 
The SD sound folder can then be copied between SD cards on the pc without limitations, including all your playlists.
 
When finished empty the IMEXPORT folder since all the midis have been copied to the SD Sound folder, and the originals are just a waste of card space.


I am indebted to Alec Pagida for supplying this procedure.