I'm a PSR3000 owner but....
I always tweak midi files using Sonar on the PC, whilst having the 3k hooked up and used as the playback sound generatos so that when I playback stand-alone on the 3k there are never any surprises. I never use the PC as the playback engine.
The 3k, and I'm sure the Tyros, has an automatic midi file playback voice remap function. You may have to turn this on (it's in the song settings menu somewhere). You can also edit the remap list.
Also you could use the on-board Tyros sequence editor to change the voices; you need to do things in exactly the right order (it uses the mixer pages for update and you must rememnber to save the changes) and I rarely get it right but there are more capable forum members out there who have this sorted and so hopefully may add their own comments!
Hope this helps
John
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John Allcock