Hiya Rotty
Download your midi from your computer onto a floppy disk. Put the floppy disk into the floppy disk slot in your KN7000. If the KN7000 screen doesn't change press the disk load button. Press 'load' screen button. Change load as to GM/GM2 to NX. Select midi file that you want to load on screen. Press screen load button. Press the big yellow SD Load button. Press Load on screen. Select free Folder/song space and press on screen load.
You can then as you suggest find that midi alphabetically with no restrictions on numbers.