I have ran the transfer program and supposedly converted the file. However, when I try to load the file it is still in Venice.

Is it possible I did something wrong?

Did you start SM1 or the normal game?
It should give you the choice at the start.

I tried to continue campaign. Also started sm1, and then tried to load the game.

I made a script for it a while ago, maybe it's of use to you.

https://www.gog.com/forum/wing_commander_series/wing_commander_1_transfer_to_secret_missions_1/post2

Thank you. I saw that. When I use the transfer program it says I successfully converted, but when i load the game it loads up venice.

Maybe you chose to load the wrong bunk?
Or maybe your save is bugged, try transfering a different one.

I tried multiple saves. Same thing happens with both.

Is the game installed in Program Files (either one)?

c:\wc. originally program files but I couldnt get the transfer program to work.

Probably the saves have problems because of that? Windows often plays havoc with older games under program files, I usually keep most of my games in a folder directly under C: to avoid problems.