Susan, please don't be afraid to persue this! It's true that Yamaha's style file format (SFF) can be a complicated beast, but if you enjoy playing along to auto accompaniments then you could have a lot of fun learning to create your own style files. I was simply trying to stress that there's a bit more to it than "click some buttons in a program and convert your favorite MIDI song file into a style file!"
If you look upon it as a learning adventure, and break it down into steps rather than trying to master everything at once, you might find it to be a fun and rewarding endeavor.
I might add that I don't play along to auto accompaniments myself, and haven't ever tried to create a style file from a MIDI song file, although I've looked at style files, studied documents about Yamaha's style file formats (SFF1 and SFF2), and converted a few style files for more advanced Yamaha models to play on my PSR-E models. So when I say that it's not a simple procedure, I'm speaking more from my theoretical knowledge than from actual experience.
That said, as I see it there are about three main issues that you face if you want to create your own style files from MIDI song files:
(1) You need to be familiar with the eight channels (or parts) of a Yamaha style file and what they are normally used for-- Rhythm1, Rhythm2, Bass, Chord1, Chord2, Pad, Phrase1, and Phrase2. This will help you in taking selected channels of a MIDI song file and deciding which style parts to assign them to. And keep in mind that you won't be assigning the channels that carry the main melody of the song, since those are the parts you'll be playing yourself when using the style file.
(2) You need to be familiar with the different sections of a Yamaha style file-- the various Intro, Main, Fill In, and Ending sections-- especially as far as which ones your particular model can use (for instance, my PSR-E models can use only the A and B variations), as well as any limitations that each type of section has in terms of how many bars it can contain (for instance, the Fill In sections are limited to 1 bar each).
(3) You need to understand that the notes used for the chords and melodies should be based on a C Major 7th chord. Ideally you should probably start by identifying the key that the song is in, and transpose it to the key of C. Then you should probably identify the chord progressions in the song, and transpose the notes of a given chord or phrase from whatever chord the song is using in that portion of the song (bar, half-bar, etc.) to their equivalent notes of the C Major 7th chord. If that seems strange, keep in mind that the actual notes which will be played by the style will be controlled by which chords you're playing.
Aside from those three considerations, the process of successfully converting a song file into a style file depends on identifying how the song can be broken down into passages which lend themselves to the various types of style sections (Intro, Main, Fill In, and Ending)-- especially the Main sections, since those will be the loops which make up the core of the style.
And you'll want to learn a bit about the options which are controlled by the CASM section. However, most styles can use a standard, default CASM section, so you could just focus on creating the style file and let the program use the default CASM section. Then, if you find that you need to have more control over the way the style plays, you can begin learning about the different settings in the CASM section and what options are available for each of those settings.