i have downloaded lots of midi files off the net for use with my LK-70s using the smart media slot. i have found its quite a hit a miss affair finding files that light the keys the way you want. more often than not they don't. you also have to convert them midi-0 as most midi files tend to be in midi-1 format.
not seen any files available for download from casio site but if anyone knows where there are any please let us know the link.