What you need to do is write your custon changes into a PERFORMANCE.
Set up the rhythm you want, set the tempo, sounds etc and then got to the "write" menu:
and WRITE PERFORMANCE.

As far as I know, you can't power the board up in sound mode, just be sure to switch it b4 your first note.

STSs are the 4 sounds that are assigned to each STYLE. You can write them without writing a performance.

Korg is a slow learn, but after you "get it" it's not so bad.