Hi faddario, if I understand correctly, you can play both MIDI and MP3 on your sx900.
Simply select the desired file (MIDI / MP3) and load it into the player, then choose a sound or several of your preference in any of the voice folders, so that you can play along while playing the file, (you can play three simultaneously, R1, R2, R3) or if you have voices configured that you have saved in registration memory, you can also use them.
remember to adjust the vulumens of both the file and the voices.
You can also load both files (MIDI / AUDIO) and you can use crossfade, so that when you finish playing one song, the other begins next.
as for synchronizing the two files (MIDI / MP3) I don't know. I have not explored that part yet, but surely there are friends here in the forum who have more experience in this matter and they can surely help you.
As Fred said, you can NOT record everything (MIDI / MP3) as MIDI, but neither can (MIDI / MP3) as WAV / MP3 audio, within the keyboard.
For this you need external software like Audacity
I hope you find it useful.
regards
Hans