I'm not familiar with the PSR-S models so I can't help much with their feature functions, but so that other members can better help you, could you clarify what you mean?
That is, are you trying to create and save a custom User Voice by changing the parameters of a preset voice?
Or are you trying to revoice a MIDI song file and save the voice changes?
Or are you trying to revoice a style and save the voice changes?