Howdy,
I have the EXR-3 and it works basically the same. First off, the USB connector has NOTHING to do with playing MIDI, it is only to transfer SONGS (.MID)or STYLES (.STY) from your computer to the Flash Memory of the EXR. You DO NOT have to load any drivers. Here's how to connect:
1. Turn on XP computer
2. Turn on EXR
3. Connect the USB cable from computer to EXR.
4. Press the "USB" button (upper left) on EXR and you should then see "PC<>EXR" on display. If you do not see this, then you must have a bad USB cable.
5. If all fails, get your manual and look at "Data Management, Working with Flash Memory".
Hope this helps...
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Charlie