My download of the PSR3000 manual data sheet has the message "Style No" as part of the "Song System Exclusive Message List" (Page 69).

Hex of the message is "F0 43 73 01 51 05 00 03 04 00 00 dd dd F7" where "dd dd" is the Style Number.

I've embedded this as a SysEx into a track and it changes the style once; I can't get it to do a chain of style changes but this may be because I've got no idea how the "style number" parameter maps onto the available styles, so I could be selecting an invalid style.

You have to have "recieve SysEx" enabled in your midi setup to recieve this message.