You might want to post at "The Bar" or "General Arranger" sections here since most of us at "General Discussion" don't use arranger KBs.
There are tons of PSR users at the sections that I've mentioned so they will most likely be able to help you.

Just as a guess, there has got to be a USB/MIDI switch on your keyboard.
Have you checked the user manual?
I'm asking this because 90 percent of people don't read user manuals and prefer to learn things the hard and painful way.

-ED-