kkmusic,
I presume that your keyboard is not under warranty, so opening it up should be no problem.
As Gary said, diagnosing the problem is the difficult part. However, since the problem appears to be with the power feed, you may be able to spot it by visual inspection if you open the keyboard up. If you do not see it, try to trace the input voltage path with the volt meter. If this is a loose wire, you should be able to identify and fix it easily, by soldering it in place. You should also check the power switch and its connections. If that is what fails, you may just short it out, and power down by unplugging the power supply (or buy a $2 in-line switch for the power supply wire)
If on the other hand, the problem is with a failed chip (or a capacitor), those will be harder to identify and replace. You will have to take it into the repair shop.
Good luck,
Alex
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Regards,
Alex