Try a factory reset first. From the user manual:
While pressing the three lower left buttons in the RHYTHM GROUP section (JAZZ & SWING, BALLROOM & SHOW and LATIN & WORLD) at the same time, turn the POWER button on. (Note that, in this case, all programmable settings, functions and memories return to their factory preset status.)
Format the SD Card on the KN2600... but formatting is not enough. You have to also save something from the keyboard onto the SD card (save anything), so that it will contain the file structure.
KN24PRG.DAT - the size of this file on your PC after extracting it from the zip is 3.58mb.
Put KN24PRG.DAT on the SD card.
Your card should now contain these:
PRIVATE (a folder)
KN24PRG.DAT (the update file)
With the keyboard off, insert the SD Card.
Hold down the first four panel memory buttons and turn on the keyboard.
I hope it helps but it doesn't seem to be working for you.