Mike, a good way to learn the notes would be to load the Style, then hit the "Part" button below the Balance button on the bottom left side of the LCD Screen. Make sure you are in the "Style" section. Mute ALL the parts except the PHR2 part which has the Sweet! Tenor Sax. Adjust the Tempo down about 20 or so, ie., (The original is 107 tempo, so bring it down to 87 or so) to slow the song Intro down, then Start the Intro. You will be able to begin to follow along much easier and you should be able to hit the correct notes that the Intro is playing before too long. PS: Hint: Boost the Octave switch to +1 to Bring the Panel Sweet! Tenor Sax that you will be playing up to a more acceptable playing range as compared to the Style Intro Sweet! Tenor Sax sound.
Hope this helps,
Mike