Good advice! Using the internal market is a very nice way to introduce new Steemians to the way crypto-currencies are traded at exchanges. But, as with exchanges, make one typo or a rounding error and it can go wrong.
An even simpler alternative is using @blocktrades. There you can also convert SBD to Steem in a quick and profitable way.
But indeed, simply converting SBD into Steem in your wallet is like burning SBD at the moment :)