the sd load by alphabet will not work for midi files, and neither will they be seen just be loading them as nx, you would need to save them ALL individually as nx first.
my method for fast load of many midi files is described in the link here
http://www.synthzone.com/ubbs/Forum25/HTML/005246.html you could save as technics files and then load by alphabet but it is not necessary as 999 midi files can be saved on an sd card with 99 playlists so all you have to do is create 26 playlists a to z and load the relevant midis to those playlists (only 26 operations needed as opposed to 1000 saves!)to have a quick alphabet select load without using any technics spaces on the card.