Hello P"iano" Man, i've discovered this afternoo that a lot of midi files are not XG optimised and they are not a % compatibility with ours keyboard; to use the new (Yamaha midi song to style), its very important that the midi is XG optmised and that your keyboard have the voices used in that midi files.
You must use "PSRUTI" to optimise XG the midi and to revoice the midi files with the voices of your PSR SX900;
PSRUTI when the midi file is opened, will clean the midi of all the unwanted notes!
Then you've to optimize XG the midi files corrected.
NB: you have to import your instrument definition of "cakewalk" for SX900 as the PSRUTI software will use the voices of the midi you want to convert in styles. In PSRUTI you can sea in witch Key the midi song is recorded.
When you've your midi corrected, you can try to convert it in style!
All the best and have a great weekend, cheers Patrick