Fichard,
You don't tell what kind of files you try to convert.
Standard (XG or GM) Midi files normally play fine, but you may want to tune voice/volumes.
On some keyboards (I'm not sure on PSR9000) you can record your performance into midi files that contain also style commands. This likely does not work well.
Yamaha delivers a File conversion tool with the TYROS (and on their WEB site) to convert styles and registrations to TYROS format.
Also her revoicing/tuning might be very usefull, normally with 9000 styles, bass and drums sounds little to hard on TYROS.
Check file extensions should match TYROS standard.
The 9000 OTS files cannot be read/converted/used on the TYROS as far as I know.
An exellent program to revoice and tune your midi and stylefiles for TYROS, even attach OTS into the Stylefile is MIDIPLAYER from Michael Bedesem.
http://www.svpworld.com/psr_software.htm#stylemanager