I don't think that is possible. Someone correct me if I'm wrong, but the I500 is a branch-off of the E400 series, and I've never heard of being able to load custom arpeggios on these keyboards.
The closest you might be able to do would be to use the 6 track sequencer to manually record the background arpeggio/notes you want as a user song. However, there are multiple limitations with this. First, of course, there's the task of manually recording each note you want. Secondly, once recorded, you cannot change the sound of what you recorded. Thirdly, this sequence would not repeat, so you would have to play and record this sequence for as long as any song you'd want to use it for. And finally, when recording such a recording, you also have to record the desired style with it. Therefore, whatever you record could only be played with that particular style -- and unless you want to set this background up for a specific song, you could only use one, unchanging variation of the style. However, you would be able to change the tempo.
