Both the K2000 and K2500/K2600 can import Standard MIDI Files (.MID). However, prior to v3.54, the K2000 would only import Type 0 .MID files. There are two commonly used .MID formats - Type 0 and Type 1. If you receive an error message saying the file can't be imported, it is probably a Type 1 file.
To convert a file from Type 1 to Type 0, you simply need another sequencer, such as a software sequencer, that can read both formats. Load the file into that sequencer and export it, making sure to specify Type 0.
If you upgrade the K2000 to v3.54 or later, it will be able to read Type 1 files.