Since I plan on doing all style editing and song recording in Cakewalk using the PSR2000 instrument definitions provided at SVPworld.com, it is of no import to me (except for the keyboard's resale value) whether or not I can record a style on the keyboard. With all of the incredible features available with a great sequencer like Cakewalk plus a 17" screen, I can't understand why one would want to sequence on their keyboard, unless they don't own a computer or aren't close to the one they own.
This is not to say that the keyboard should work the way it says it does in the manual, and I can understand your frustration, Scott.
I hope you can get this thing to work, for your sake, and if it is a bug, that Yamaha can fix it quick with a new OS.