In addition to the dst not converting well to pes, is it possible that the Madeira colors were converted to Brother colors? I don't know - just guessing.
And does the color chart actually call for a blue thread where a white thread would be more appropriate, or does it just look blue on your monitor? All the dst files look weird on my computer - I'm using the thumbnail viewer from S and S Computer - it's called SewIconz. But on the chart, I think the color number is the appropriate one for the design, not the weird color shown on the screen.
Most files show up looking pretty close to what you want, but the dst's are really crazy aren't they? :)
Unfortunately, I was advised to download dst's wherever possible because of some advantage they had over the proprietary formats - can't remember what the advantage was, but I followed the advice and now my embroidery files are a real mish-mash of formats and some reallllly strange looking icons. :D