CJ20N (like all the other "*N" new/enjoy transactions) isn't LSMW/recording friendly.
Likesome of the others suggested, it is better to use BAPIs, and best to have an ABAP program written to convert as follows:
Step 1--create project definition and WBS using the following BAPIs
'BAPI_PS_INITIALIZATION'. " Initialization for Project and WBS Element creation
'BAPI_BUS2054_CREATE_MULTI' " Create prject definition and WBS
'BAPI_PS_PRECOMMIT' " Check for potential errors
'BAPI_TRANSACTION_COMMIT' " COMMIT if no errors
Step 2 - Networks, depending on the level of detail/complexity, CN21 recording or the following BAPIs can be used:
'BAPI_BUS2002_CREATE' " Create Network Headers
'BAPI_BUS2002_ACT_CREATE_MULTI' " Create Activities (if applicable)
'BAPI_TRANSACTION_COMMIT' " COMMIT if no errors