To look at it as though it's something you intend to do...

The first question is, what DTD are they using?? Is it a standard (DocBook, for 
example), or is it a DTD they created themselves?? Related to that question...? 
Do they need the full DTD to express the structure in your document, or can you 
use a greatly reduced subset?? If they're asking for SGML, then they should 
already know these things, and they should have a DTD to give you.

Second, try using Structured Maker to convert the DTD to an EDD.? If the 
element definitions come through, then you're in pretty good shape.? It can 
happen.? If it's a standard, there may already be EDDs out there to map to 
their DTD.? Or heck, maybe they already have an EDD in place!

Related, is the issue of formatting.? The EDD needs to express formatting...? 
H1 has X point size and indent, H2 has y, etc.? This you will probably have to 
do yourself.? 

Once you have the EDD completed, you import it into a template...? This is now 
your template for the structured document.? 

Next step is mapping your unstructured formatting to the EDD.? Maker provides a 
mapping capability, and unless your document is pushing the envelope, it's 
entirely possible to set up a map that wraps your paragraphs in structured 
elements.? Or, if this is a one-off, try importing your EDD into your document 
(backing up your work, of course) and manually wrapping the content in 
structure elements.? 

At this point you have a structured document.? To save it as SGML, you need to 
create a structured application that brings together your EDD, the DTD, any 
read/write rules you might need, etc.? When all is in place, you should be able 
to save as SGML.? You will need to look at the Structured Application 
Developer's Guide to get it all to happen.

I suppose an alternative could be to save your document as HTML, then conver to 
XHTML, and then run XSLT to map the HTML to whatever their DTD might require.? 
That can only work if your formatting is simple enough to be fully captured in 
HTML.
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