Thanks, bro, but I have the manual already, and I tried formatting the diskette both on the piano itself and the computers upon which I was copying the files.
The SMF file is seemingly created properly by the piano floppy, and it copies fine from machine to machine, in all cases.
But like I said, most of my MIDI handling utilities on my computers say it's a corrupt file when trying to load it, and won't do anything with it further.
The one exception is RealPlayer's RealOne, which loads it and plays it back fine.
I'm stumped!