I think he did not search using the correct place!
You have to press SOng A or Song B in Home screen. In opened window you have to select Audio or Midi in the top-left corner, and after that select location from User (on the top of the screen, in center) and choose User, or USB, or Expansion. Click on search icon. Click on that Textbox in the top-center of the screen. Keyboard opens. write some characters and press Ok. it will find files of your chosen type (audio or midi) and shows on screen. Mine works.
Regards,
Vali