So after a couple of weeks of fruitless searching for a 2-5 gig hard disc, I've gone stupid and bought a 20 gig one instead.
And it works fine. I've now got a extremely excessive 18.5 gig (formatted) capacity in which to store Midi Files and Styles. The keyboard recognised and formatted it with no problems.
My XP (SP2) machine recognises it as an external USB Mass Storage Hard Disc device formatted as FAT32.
Fine and Dandy, what!
It's a hard life!
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John Allcock