Another issue might be a lack of polyphony when playing dense styles. Add in some busy RH and LH sound layers (especially if they are stereo sounds) and you can max out the cheaper Roland's (only 64 note polyphony).

Does this problem happen when playing without the arranger on? If so, then Fran is probably on the money, but if it only occurs during certain styles (maybe some high-end imports) you might try turning off a few Style Parts and see if the problem goes away...