Hi Robertina,
I know this is an older posting, but hopefully you'll still see my response.
Yes, you converted in the wrong direction. If you wear a man's size 11.5 or 12, you want to look at maybe a women's 13, although you might find a women's 12 that will fit, as size seems to vary quite a bit depending on brand and style of shoe. But you'll probably have the most luck looking at women's 12.5 or 13's.
They are harder to find in most stores, but there are lots of sources for women's shoes in that size range on-line, you'll have to do some Googling, but you shouldn't have too much trouble finding them.
I am really tall (6'5") and wear a man's size 14/15/16 depending on brand and style, so I REALLY have a tough time finding decent, affordable women's shoes. I have had luck with several sites, one of my favorites is
http://www.designershoes.com/, you can search their site by size and width, check them out to get started.
Carol