The Microstudio Method involves
actually making a Disc First with your wave file.
Then you import the track as a CDG. It has to be from a disc, and your CD-rom needs to be able to Read CDG.
As George is saying, it sounds like the problems you are having with the KHPRO method might have to do with the wave file not being the right type. Do you have software like Goldwave (
http://www.goldwave.com ) which can help you with file conversions?