A problem which arises with DSN2 format is that there is no method for including multiple chains in the file. When Convert writes a multiple chain model to DSN2 format it prepends the first letter of the chain name to each residue's name. Therefore residue ``ALPHA|1'' becomes ``A1'' in the DSN2 file. Convert hides the information that ``A'' is denoting chain ``ALPHA'' in the DSN2 file so that the proper chain name can be restored when converting back to ATOMC format.
The PDB file format allows no more than a single letter to identify a chain. TNT will allow up to four letters but since your model will have to be convertible to PDB format you should stick to single letters.