I think you'll have to change to Program mode.
Usually when the PA-60 starts up it is in Performance mode, when you go to the woodwinds for instance it says they are empty, but thats because there are no performances there, however when you press the program button (on the left of your keyboard) you should see the names of the programs.
If that doesn't work it seems that the programs got deleted somehow, in that case you should download the latest OS and backup disks from www.korgpa.com

Hope this helps,

Greetz ,
Marcel