Heather,
a midi file expects drums to be on track 10, therefore before smf to apc convert set track 10 to drums in track assign. If starting from an easy recording set track 8 to part 6 or some other unused part. After conversion use track merge to combine tracks 10 and 9 into track 10 (assuming you have converted both drums into 9 and 10, set 9 as drums too). Then when you save as smf the voices are saved as gm and the drums come out correct.

Anthony,
To create a midi file you play each track from beginning to end in turn. You should normally have one instrument per track, thus no extra work is required; if you wish to change instruments during the track you do so directly as you play, or put a control command in later. This can be done on the 7000 afterwards in step record, or directly by real time recording each melody track as would normally be the case for a midi file. If you want to use an external program then naturally that is possible and may be easier but is not necessary.
Panel memory does not write control information to the melody tracks and does not get saved in a midi file just as the technics control track is not saved, there is no standard midi file specification to cater for these proprietry technics easy play features, just as there is none for easy record which is also an easy play feature.