First, did you buy the Korg CD burner. I sell this keyboard in my store and I have been told that only the Korg Burner works. I have installed many and have never had a problem. If it is a Korg CD burner, make sure you have pushed it all the way to the rear of the CD compartment and that you hear it click. My guess is that maybe you don't have the correct Korg. Korg makes two CD burners for their digital hard disk recorders and only one of these can be used. I'm at home and don't have the exact model number but you will see this in the owners manual.
George Kaye
Kaye's Music Scene
Reseda, California
_________________________
George Kaye
Kaye's Music Scene (Closed after 51 years)
West Hills, California
(Retired 2021)