Jose,
The only way you can accomplish this task is to use a laptop computer and fire your midi files through the 3000 using the USB-A to USB-B connection. Essentally, the keyboard's sound engine can then be utilized by both the onboard style files and the midi file coming from an external source. I just tested it out and it worked just fine.
Good Luck,
Gary
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PSR-S950, TC Helicon Harmony-M, Digitech VR, Samson Q7, Sennheiser E855, Custom Console, and lots of other silly stuff!
K+E=W (Knowledge Plus Experience = Wisdom.)