Mike,
I think you might be the gentleman I spoke with on the phone at my store about a month ago. Are you?
If I'm reading your post right of course you can record song styles, save them to disk or hard disk (if you purchased the hard drive model) and call them up instantly and play them from the disk without having to load them. All you have to do is save them as SMF and not as ALL files. Are you thinking this can't be done? I don't understand your thinking you bought the wrong thing! Have you called the dealer you bought it from and asked them if you can do what you want to do?
Good Luck!
George Kaye
Kaye's Music Scene
Reseda, California