I put together a web page -
http://matthew.sellers.members.winisp.net/Sudoku.aspx - where you can put in puzzle strings (like 700000030002000000000051098000006017000874000540100000620430000000000100030000009) and it will generate a SPP file for you. You can also put in multiple puzzle strings - just separate them by semicolons. The SudoCue site publishes their puzzles in this format and I guess others may do it too.