Micco,
I'm really glad that the PSR-9000 is working out well for you.  I love mine, too.  Hard drives for the PSR-9000 can be tricky.  Toshiba drives seem to work well. Remember, you MUST have a 2.5 inch drive (that's what fits in most notebook computers). 
You can buy a 2.5" Toshiba 6 gig drive online at  
http://spartantech.com   (that's where I got mine) for $152.00 plus shipping.  However, you must have access to a notebook computer so you can partition and format the drive.  If you do not have access to a notebook computer, then I would simply buy one from your music dealer to avoid problems.
Partitioning the drive: Boot the notebook computer with a Windows98 startup disk (boot disk), then type FDISK to start the partition software.  Follow on screen prompts, its not hard.  You'll need to make 3 partitions on a 6 gig drive.  Then use the Format command to format each partition.  Incidentally, be sure to label each partition when formatting the drives - the labels will appear on the PSR-9000's screen.