A Music Finder record can contain details of either a style, MIDI song or Audio file.
The easiest way to create a new record on your S950 in the current Music Finder is to select the file from the relevant selection screen and then use the 'ADD TO MF' button.
You can read about this in the section 'Registering a Song, Audio or Style File' starting on page 77 of the 'Owner's Manual'.
There is also information about editing existing MF records, and creating new ones from within the Music Finder itself in the section 'Editing Records', starting on page 73 of the 'Reference Manual' which can be downloaded from your local Yamaha site if you haven't already got a copy.
Regards
Ian