Dear Hemang,
For now, the best approach is probably to try to convert the files to to the TMY3 format because it is a comma-delimited format that is easier to work with than the TMY2 format, and has fewer data fields than the EPW format.
I would use a scripting language like Python to do the conversion, but you could also try to do it in SAM's SamUL scripting language using the CustomizeTMY3() function.
Whatever approach you use, be sure to refer to the TMY3 manual for a description of the file format requirements, and carefully test some files to make sure they run in SAM before you convert them all.
If anyone else has any suggestions, please feel free to add them.
We are working to develop a new SAM weather file format that is more flexible than the TMY2, TMY3, and EPW formats that will make these kinds of conversions a little easier. However, that won't be available until the 2014 version of SAM, which we'll release in Fall 2014.
Good luck!
Best regards,
Paul.