Alberto,
First (if you have not already done this) you need to let Mobilesheets know that you are using a Yamaha SX 600 (you are, aren't you?)
To do this, you go to Settings / MIDI Settings / MIDI Device type, and there you select 'Genos, PSR SX600/SX700/SX900'
Then for the linking:
Load the reg file on the keyboard, and press the reg button that contains the settings for the song.
Then select (long press) the corresponding text file in Mobilesheets. Once it is is selected, choose 'Edit song'. Once in the song editing screen, select the MIDI tab. Once in the MIDI tab, press the bottom icon at the right side of the screen. (it looks like a piece of a chain) This will establish the link. Finally press ok, to save the changes.
Rudy