Hi Larry,
Yes, Johan is right: As can be seen from the specifications (e.g. in the DGX-650 Owner's Manual, page 80), the Audio Recorder of the DGX-650 is only compatible with the .wav format (playback and recording).
By the way: If you convert an MP3 to the .wav format (e.g. because you no longer have the original .wav file), you should use the following target format:
.wav 44.1 kHz, 16-bit, stereo
Best regards,
Chris