i have version 10.3

Not sure if this is different to yours, whatever- it works fine. I am able to open both SD and Audya styles without any problems. However it will not load .PAT files from other ketron keyboards (e.g. SD1)

I presume you are working from styles located on your local machine? Style compiler needs to be able to create a folder in the same directory as the file you are opening, so if you are working from a write protected drive or you do not have sufficient privileges to write to that folder then you will run into problems.