I want to record i3 styles into a computer and then play them back on another midi module. If I save the sequence as a SMF will it play on any module?

You have to be careful, here. Most companies (Korg included) use their "best" sounds to show off their arrangements. These are ,typically, NOT GM sounds, so you need to take notes on what sound needs to be on what channel. If your module is general midi, the Korg patterns are, most likely NOT - so beware! Rewrite the parts so they use all GM voices, and you'll have an easier time with swapping files.

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Uncle Dave