Thanks for the responses guys.

DNJ, I did that from the Mixer window, and even with Solo selected on drums an occasional piano voice would sound.

Gunnar, I only had the BK-9 connected to my speaker system, and I tried it on my Bose and on my Focal monitors, same result.

Crossover, I hit the Mixer button twice to see the Rhythm parts volumes (Drums, Base, Acc1....), and then, using the sliders I turned the volume of each part to zero to try to isolate the problem, but even with all of them at zero the sounds were playing.

I finally did a Factory Reset and when I turned it on this morning the problem had gone! Great, but I still don't know what caused the problem. Hopefully it will never happen again! Hope not, since Roland have not offered a replacement for this keyboard.