I'm not really sure what you mean by converting or changing the 'SW.GRP' file?
When using the 'Shadow Warrior Classic Redux' edition from steam, copy the following files:
- 'SW.GRP' found in '...\steamapps\common\Shadow Warrior Classic\gameroot\SW.GRP'
- All .ogg files found in '...\steamapps\common\Shadow Warrior Classic\gameroot\classic\MUSIC'
Make sure to just copy these files and nothing else. Place them on your sd card in: 'SD:/3ds/JFSW/'.