PSR2000 TRANSPOSE

I'm new to playing music, and have just discovered how nice it can sound using transpose while playing a song.

While playing "live", and after having pressed the transpose-button, the tranpose happens next time I press a chord on the keys. Thats good.

But when I want to record the song on the PSR2000 it all goes wrong. The transpose happens as soon as I press the transpose button (and not when I press the next chord on the keys). Each transpose-step can be heard while playing back the song. And the transpose effects only the style, not the voice.

So how doo I record a song using transpose somewhere in the song?

Regards
Mogens