Hi Audrey,
The procedures I posted above, relate only to Sequenced songs, since the Slow-Down effect is achieved by extra events in the CONTROL track of the sequencer.
As far as I am aware, the only ways to directly achieve a similar effect during a Live performance, have already been mentioned above :
1. Turn the Tempo dial whilst playing (Not too easy !!).
2. Set up a series of Panel Memories to have identical Sound and Style settings, but insert different Tempos in adjacent Panel Memories. You could then step through the Panel Memories using a Footswitch.

There are a couple of alternatives :
Play your own Intros/Endings in real time, at your desired Tempo - starting and stopping the selected style as required.

Copy one of the existing built-in styles into COMPOSER and then delete the Intros and/or Endings and create your own. You would then of course, use the COMPOSER style instead of the built-in style.
You can hear an example of this on my WMA files page - number 97 'I Left My Heart In San Francisco'