Dear macsamhrain
I read your code and compile it
there is a bit errors in your code(depending on your compiler)

DELAY: MOV R7,#02d ;MOV R7,#02 is correct
rst_inner_loop: MOV R6, #250d ;MOV R6, #250 is correct


ORG 000h
MOV P3, #0FFh
JMP MAINCODE

; EXTERNAL INTERRUPT
ORG 000h ; if external interrupt 0 is selected org 03H is correct
; if external interrupt 1 is selected org 13H is correct





CONVERT:
ANL A, #0AAh
CJNE A,#02H, NEXT1
MOV A, #01H

NEXT1:CJNE A,#20H, NEXT2
MOV A, #10H

NEXT2:CJNE A,#0AH, NEXT3
MOV A, #03H

NEXT3:CJNE A,#20H, NEXT4
MOV A, #04H

NEXT4:CJNE A,#22H, NEXT5
MOV A, #05H

NEXT5:CJNE A,#28H, NEXT6
MOV A, #06H

NEXT6:CJNE A,#2AH, NEXT7
MOV A, #07H

NEXT7:CJNE A,#80H, NEXT8
MOV A, #08H

NEXT8:CJNE A,#82H, NEXT9
MOV A, #09H

NEXT9: MOV A, #00H
RET


if A=02 ,20H,0AH,22H,28H,2AH,80H,82H THEN A=0


therefore i think you must change your code to



CONVERT:
ANL A, #0AAh
CJNE A,#02H, NEXT1
MOV A, #01H
SJMP END_NEXTA

NEXT1:CJNE A,#20H, NEXT2
MOV A, #10H
SJMP END_NEXTA

NEXT2:CJNE A,#0AH, NEXT3
MOV A, #03H
SJMP END_NEXTA

NEXT3:CJNE A,#20H, NEXT4
MOV A, #04H
SJMP END_NEXTA

NEXT4:CJNE A,#22H, NEXT5
MOV A, #05H
SJMP END_NEXTA

NEXT5:CJNE A,#28H, NEXT6
MOV A, #06H
SJMP END_NEXTA

NEXT6:CJNE A,#2AH, NEXT7
MOV A, #07H
SJMP END_NEXTA

NEXT7:CJNE A,#80H, NEXT8
MOV A, #08H
SJMP END_NEXTA

NEXT8:CJNE A,#82H, NEXT9
MOV A, #09H
SJMP END_NEXTA
NEXT9: MOV A, #00H

END_NEXTA:
RET


And other things.

PLEASE notify me if you problem is existed yet!
Regards
Mehdi N.Rahni