I'm a 2K person rather than a Kurzweil person, but I've just had a nosey on the web and found a K2000 "pdf" manual area at
http://www.brown.edu/Departments/Music/Music11/K2000_Manual/10MIDI.pdf

The point being that theres an option that suggests the K2000 can respond to bank change. If this applies to you, you also need to know that Yamaha use "standard" bank change techniques which uses both controllers 0 and 32; 0 is Bank MSB and 32 is bank LSB; I think any program change is communicated as Bank MSB, Bank LSB then Prog Change. MSB is zero except for drum and SFX banks; LSB goes from 0 to 117(ish).

Hope this helps!