On my PSR3000 Styles from USB Flash drive load as fast as the built in styles. My USB flash is a standard USB 1.
If one style is playing and I select another style from my USB Flash Drive it loads ready for beat one of the next bar.
Interesting that you need to swap styles whilst the board is playing because the style loading will auto take the tempo of the present style being played, unless that is what you require it to do.
[This message has been edited by Graham UK (edited 04-17-2007).]