I record a midi file on my Tyros and then use the approach detailed in PSR Tutorial to complete the recording of the mp3. It works real well. You can download the goldwave software.
http://psrtutorial.com/L/REC/MakeCD.html Why do you insist on the USB connection, rather than the line in? The PSR Tutorial approach is very cost effective and provides great quality.
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Graham
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Graham, Korg Pa1000, Korg G1 Air, Countryman E6, Roland BA330, 2 x Roland CM-30, , Mackie SRM150