The .ihx file created by sdcc _is a hex_ file, ready to burn. If a .ihx is not created, then there must be an error in the .c source. Check the error messages.

The SDCC compiler has a really good manual: sdccman.html. If you have problems getting .ihx hex file, then start first with the simple c program in 2.3 of the manual (2 lines...) :-)

Probably (I am not familiar with the Keil ide) the Keil evaluation version is trying to stop people using it for small real projects, that's why it's start address is not 0...

For projects smaller then 4k try the amrai free evauation version, it is really functional, good ide, simulator etc. I like it. They have a cheap version limited to 32k too.