Hi Elizabeth,
A Calliope is a musical instrument consisting of a series of steam whistles played from a keyboard - usually associated with a Circus. I believe it is also sometimes called a Steam Organ. There is some more Data Here : http://www.wdm.ca/nov29cal.htm
Click on the small picture to enlarge it....

There is one on the KN7000 - I'm not sure about the KN6000....
Press the SYNTH button in the SOUND GROUP and go to Page 1/3 and you'll find it on the Right Hand Side 'Synth Calliope'.

I'll email you a short simple version of 'Entry of the Gladiators' to see if that's the one.

[This message has been edited by Bill Norrie (edited 06-28-2007).]