If you're still around here's what to do:
In your LevelInfo go to levelinfo and type the name of your pkg, and number of your mission eg 70
then in your Mypkgfolder under class find your importconv.uc file make shure it is written something like: importconv... conversations: mission70.con
then when you make a converstion save it in yourMypk/conversasion folder as mission70.con
then ucc make an you should have 3 files mypkg.u mypkgaudio.u and mypkgtext.u
More here:
http://www.planetdeusex.com/tack/IntroToMakingConversations.html
Voila
PS in level info dont type MyPKG.u just Mypkg