Importing PDF documents to S Note
The conversion you were probably looking for is a way to import your .pdf files to your S Note and save them as .snb files. In your Android S Note app, you can import both S Note notes and PDF files when you launch your S Notes app and go to Recent Notes ► Menu button ► Import ► My Files and either select S Notes or PDF. That should import your *.snb notes to S Notes.
Note: The latest incarnation of S Note uses SPD format instead SNB.
Converting Shanda ebooks
Another possible, although uncommon PDF to SNB conversion would be to convert PDF ebooks to Shanda Bambook ebook format. In this case, programs like Calibre support great number of ebook and other digital publication format including the SNB format used by Shanda Bambook readers. So it should pretty easy to convert PDF documents as SNB ebooks.