I suggest that you send the XG and GM midi files you are trying to play on PSR9000 to YAMAHA and ask them.
I remember once I was trying PSR8000 at a store, and it would give the same error, and would not play some XG midi files. Maybe there is something in the OS that needs to be changed. If YAMAHA have the exact files that are giving problem, then they will have no excuse.
BUG YAMAHA until they solve the problem or have an ansewer for you.