When you select your sound from the Korg- the sd2 module plays the appropriate sound from its first (gm) bank (it as several internal banks). Simply turning the volume on the Sd2 up and the korg volume down, you can do it. Or have both volumes up and combine the sounds if you like that effect.. I like to slide the balance slider down to left hand from the korg and use the ketron sounds for the right hand. Sometimes the midi signals from the korg to the ketron for drums/rhythms don't sync and you can get the default piano sound where a percussion sound should be- not always, but sometimes, so this method is best. One thing to realize is that if you use a volume pedal for the korg , you have to have a separate one (or use a stereo pedal) for the Ketron if you don't have the sd2 within reach or want to modulate the sound level. I do this as I have the sd2 in my rack. The sd2 does not have a volume pedal out, so you have to put a pedal inline with the (rca) outputs, or use the midi out to a midi solutions pedal controller and plug you pedal in there. To access the other banks in the sd2, you have to set up a profile in the Korg (using the sequencer is easiest) with the specific cc commands to access them- seq 1 for bank 2, seq 2 for bank 3.... If you want to select sounds directly from a module, then the sd4 may be a better choice as the sd2 has no surface control for this. It is all in the setup of the keyboard controller/sequencer.
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The older I get, the better I was..