Strijkbout: The referencecard for Secret Missions speak of a transfer program that converts a savegame from Wing Commander to Secret Missions, for it to work you need to type TRANSFER.exe at the command prompt.
To transfer a character a character to Secret Missions 2 you need TRANS2.exe.

I can imagine that people not acustomed to DOS or Dosbox find it hard to do so I took the liberty to make some alterations to the Dosbox launcher, just copy it into the game installationfolder and the options to enter the transferprograms should be there next time you launch Wing Commander.

https://drive.google.com/open?id=0B8gaLlWvvpfKSWoyTjB1Vi05dkE

It should be noted that once you convert a savegame you can only use it for the expansion you converted it for and can't be used for the original game anymore so make a backup of it first if you want to keep it.

Crovypoo: Thanks Strijkbout, that's a very helpful edit to the launcher, GOG ought to make it standard....

One thing though, I think you should put an exit line at the end of the 'tsm' bit, otherwise it'll automatically load the transfer program for Secret Missions 2 anytime you use and then exit the Transfer.exe utility.