From the wording in your post, it does sound like you're mixing up three different things. If that's the case....
Styles are basically backing patterns, and you can definitely use anything that worked on your PSR-S970 on the new SX900.
Songs are pre-recorded sequences, either bought commercially or recorded by you or third parties. These should be upwardly compatible between S970 and SX900, but occasionally need a tweak here and there in terms of volume balance etc.
Music Finder is a set of amended One Touch Settings, that link a given song title to the style that Yamaha think most appropriate. Some are great, some are dire! The SX900 should come with a set of Music Finder settings built in. I haven't explored the keyboard enough to know if there is a 'bonus pack' of Music Finder settings and as I personally never ever use Music Finder, I'm not worried too much!
If I'm telling you what you already know, sorry, but I've taught many, many students who have been a bit lost with what's what!
Let us know exactly what you are trying to load into the SX900 and I'm sure that some good advice will be forthcoming.