As it looks like I caused some confusion due to several mails I received, I will try to explain things;

Overall most direct powered units (keyboards/amps)intended to be sold worlwide, have a selectable option for the power.
Mostly because it's just cheaper for the production to use one type/brand.

Ofcourse I don't know how each individual type/brand of equipment is set up.
I would have to examin every piece of equipment sold worldwide.
If you need to know a certain type/brand please mail someone who has one!

So I give you the possibilities how it could be setup!

1. There's a switch on the backside of your gear, mostly with a fuse in it, with the selection from 110 - 240 volts.
This is the easiest one, but DON'T forget to
replace the fuse!
This option is mostly available on amps!

2. There's no switch on the backside, but if you open your gear, there's a diagram inside, showing you exactly which wire(s) you have to change/replug to change the voltsetting.
Very often even the pins are marked.

3. There's no switch on the backside and there's no diagram.
In this case you have to look at the diagram on the powersupply and wire from there!
Now I would not recommand to do this if you have no experience with this!
But any electronic technician could do this.

Then about the voltage 240 volts (UK users)
Absolutely make sure it's on 240 volts and not on 220 volts!
As this small difference does not blow your fuse out, but will result in a defect power within a short time!

I can remember some posts from UK about blown power units on the X1 , and I have the feeling that this was exactly what was causing this! without telling you ofcourse.
They were probably set on 220 volts!
The other cause could be ofcourse a fluctuation on the electricity net.
As keyboards and newer gear are like computers they tend to be more sensitive for this, so if you are in area like this, just use an APS!

Allthough very basic, I hope I cleared this a bit.

Keyboards/Sound Units: Kurzweil 2600S, Roland VR-760, Acces Virus C, Roland G-800, Akai AX60, Minimoog, Machine Drum, Roland R8-M, mediastation x-76