DrDalet,
the answer to your first question is "yes", which means that you can use the styles you are referring to; however, since I don't know how the Megaenhancer works, I cannot comment on the second question. Like any converted styles, I doubt that styles processed through this or any other program will sound as good as the styles originally programmed by Yamaha for the Tyros. Speaking of that,I highly recommend that you get the styles recently released for the PSR 3000; they work like a charm on the Tyros and are mostly better than the original Tyros styles with the same name.
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Korg Kronos 61 and PA3X-Pro76, Roland G-70, BK7-m and Integra 7, Casio PX-5S, Fender Stratocaster with Fralin pickups, Fender Stratocaster with Kinman pickups, vintage Gibson SG standard.