Hi Tony
It's a few years since I had the KN6000 but I seem to remember that whilst playing a song (or a midi file) there was a setting on the HDSX6 where you could have the next song highlighted. The moment your current song is finished just hit load. At least it's one less button to press as you wouldn't need to press the sequencer play button. I don't know if it was possible on the HDSX3.
You could hide the break in the music by announcing the title of the next song like disc jockeys do.........
John