Um... if you have the steps completed and they play in-game, then you have a SM file. A .Sm file allows steps to be created inside StepMania. If you don't have the Stepmania file format, here it is
. You need to add in the details OUTSIDE the game instead of inside the game. If you created the .SM file inside the game (AKA pressed create song and had the .Sm file automatically placed in for you in a folder.) then you're going to have some problemoz..