Ted,
I tried to duplicate your problem and after nearly an hour I was still unable to reproduce the problem you described. I tried the techniques and steps you posted on the PSR Tutorial as well, tried it with the style not playing, and the style playing, and still could not duplcate the problem. I suspect that you are leaving a finger on a wrong key during the chord change process, which would explain the sounds you are hearing. Try the same exercise while lifting all fingers from the keyboard during the chord changes and let us know.
Good Luck,
Gary
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Travlin' Easy
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PSR-S950, TC Helicon Harmony-M, Digitech VR, Samson Q7, Sennheiser E855, Custom Console, and lots of other silly stuff!
K+E=W (Knowledge Plus Experience = Wisdom.)