If the (SP-)MIDI file has MIP message in place also terminals with lower polyphony level can play the file. There's quite a good document available conserning these issues in http://www.forum.nokia.com/main/1,35452,1_2_7_1,00.html -> "MIDI in Nokia phones".
> Another thing is, if I use Nokia Sound Convertor to convert my midi
> poly and save, upload to my phone. The converted midi should be
> SP-MIDI, right ? But it still cannot be played in the phone....
I converted the file you send me using Nokia Sound converter and it worked just fine in 6610. While converting you should also change the channel priority in order to make it work, ie. put the channels with lowest polyphony up.