If you mean so that accidentally hitting a key while the song is playing won't interfere with the song's playback, you can go into the Function menu and set the Main Volume, Dual Volume, and Split Volume to 0 so the three keyboard parts will be muted-- or just set the Main Volume to 0 and make sure the DUAL and SPLIT buttons are both off.
Another possible option is to go into the Function menu and set the Local Control to Off, although I'm not sure whether or not that might interfere with the song in any way-- I don't think so, but I haven't tried it. Just be sure you remember to set Local Control back to On afterward, or you might think that something is wrong with your keyboard because it won't make sounds when you play it!
