Scott, if you are using Yamaha styles you will then need to change the style voices to conform to the GM or GS format if your using Roland Wavetables. Plus you have to ensure that the effects are working properly. Another area to tweak is the drums, e.g., move all tracks to channel 10 and convert the kits to conform to the GM kits. M. Bedesem's Midi Player II should be helpful in this regard. If not he could modify it to make it work for you.

It is rare for something to work out of the box when it comes to software based solutions. Now there are some soundfont wavetables that are XG compatible and would work better but at a lower quality, e.g., sYnergiGS, etc.

Hope this helps.