I changed the default MIDI device in the media player and played the Tyros shoot out MIDI file and it played perfectly.
Thanks again The Pro and Uncle Dave.

Only problem is that when I played a full blown file with drums and accompaniment the Roland went into record mode, recorded one of the channels, and changed the voice on the display. The same thing happened when I tried the Real-Time Style performer. Sounds like the Roland EM20 doesn't like one of the channels being used. Any thoughts?
Starkeeper