Did your software have any "preset" instrument definitions that came with the software? I have Cakewalk Express, and under the instrument definitions Yamaha XG is listed. If you want your 3000 to talk with the software and use (NON XG) sounds such as the preset voices, then you'll need specific instrument definitions for the PSR-3000. Unless I'm missing something here.

Squeak
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GEAR: Yamaha MOXF-6, Casio MZX-500, Roland Juno-Di, M-Audio Venom, Roland RS-70, Yamaha PSR S700, M-Audio Axiom Pro-61 (Midi Controller). SOFTWARE: Mixcraft-7, PowerTracks Pro Audio 2013, Beat Thang Virtual, Dimension Le.