There are several ways this can be accomplished, one of which is directly on your PSR-2000. You'll find detailed instructions at http://psrtutorial.com/L/REC/qrecord.html

Gary
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PSR-S950, TC Helicon Harmony-M, Digitech VR, Samson Q7, Sennheiser E855, Custom Console, and lots of other silly stuff!

K+E=W (Knowledge Plus Experience = Wisdom.)