I am considering imnporting to Canada and called customs. They told me that the customs duty on a musical keyboard would be 6%. This isn't so bad. You should call your local customs office and find out what the cost would be. Not sure why you would have to return it to the country of origin for warranty. Can't you bring it to any Korg dealer?
Starkeeper
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I play Roland EM20 and Yamaha PSR550