I'm using my DAW (Cakewalk) to drive my PSR-SX600.
I can successfully send sysex messages to select a Style, and then the selected Style shows up nicely on the SX600 main display. In the screenshot below, for example, I did a sysex from Cakewalk to select the "Foxtrot" style.
I can also successfully send Program Change messages to select a Voice, however the selected Voice does NOT show up on the SX600 display. The Voice sounds properly, it just doesn't show up on the SX600 display like the Style does.
In the same screenshot below, I had Cakewalk select the Harmonica voice. It plays fine, but the display still shows "ConcertGrand".
I wonder if I'm missing a setting?
(http://anythingpeaceful.org/PSR-SX600/pic2.jpg)