Thanks Diki, but my home "studio" area is very small and there isn't really enough room to leave a laptop set up next to the KB.
I kept researching this last night and I also came across the Roland MT-90U. But it sounds like the "markers" you place in the MIDI file are just for repeating a certain part. I don't believe they are saved with the song.
Gosh with all the kids out there who want to be the next American Idol, you would think small MIDI players would be a hot item!
Thanks for the input, keep 'em coming! -Ted