If you still have problem, try this. Make sure you downloaded in the PES format.I cannot transfer anything that is not unzipped. I don't have the SE400, but I own the PE770. But in general they work the same. I know you can transfer directly from the computer to your machine, but it has to be in the correct format and unzipped. Are you downloading the file to your computer first? I do. Then I check to see if I have to unzip the file. (Go to downloaded file on your computer and right click and click extract. That will open it) Then you transfer the unzipped file to your machine. Let us know how you are doing. You are going to love your machine. I do.