I'm looking for a manual way to convert the CSV file to test past data and I don't want to use an automated program to do this. I don't trust the idea of my EA being
uploaded to the banks themselves..
Do a Google search for "Birt's Tick Data Suite". He has MQL4 scripts to convert CSV files into FXT. You can also use Dukascopy tick data as well to produce FXT files with the help of those tools or with another 3rd party tool called "TickStory".
By the way, I don't really understand your comment "EA being uploaded to the banks themselves". When one does a back-test, your EA does not go out anywhere. Where did you get that idea from?