Hi swinebc,
With the USB stick connected to the keyboard, press the 'SELECT' button in the 'Audio Recorder/Player' control panel group enough times until the display shows 'AUDIO (SIMPLE)' at the top (usually twice the first time that you use it after booting up). If you 'miss' the correct screen, just keep pressing until it comes round again (each press scrolls through one of the three possible screens).
Now 'Tab' to the USB drive containing the audio files and find/select the correct folder.
Finally select the file that you want to play in the usual way.
The yellow LED on the 'PLAY/PAUSE' panel button will flash a few times as the file loads into the player, and you can then start playback by pressing the same button.
Note that you must leave the USB connected while the song is playing!
Regards
Ian