I use this midi search engine. You just enter in the song title...and you will get a list of midi sites that have that song. This will get you into that site's whole list...that will most likly have other songs that you would like. http://aitech.ac.jp/~ckelly/midi/help/midi-search.html
If you play the midi file on the computer...to your Casio by midi cables, any midi file format will work. If you want to load them directly into the Casio memory, you may need to 'convert' the midi file to the 'midi type 0 (zero)'format. Many of the internet midi files are in the 'midi1' format. There are lots of conversion utilities avalible for free, on the web. Just search for 'midi converters'