For a very detailed answer, do a search in this forum for PLG150-DR and you'll see my documentation on this subject.
The short answer:
1. Do not plug the 9000 Pro's MIDI Out to the In - that won't work and could cause some damage.
2. The PLG150-DR will never work with styles as you already know.
3. The PLG150-DR will work with ordinary midi files if you use one of your right-hand voices to select the card and assign it to channel 10, but you give up one of you R-voices in the process.
4. If you really want to get into some SysEx commands and placing them into the front of all of your MIDI files, it is possible for the midi file to select the PLG150-DR and assign it to MIDI channel 10 without assigning it to an R-voice. I got this to work but it wasn't easy and I didn't want to convert my hundreds of files in this manner so I eventually gave up and removed the card from my 9000 Pro to allow me to put a more useful card in it's place.
I really like the PLG150-DR drum sounds and think they are superior to the 9000 Pro's drums, but in live use it's not enough of a difference to be worth the effort IMHO. So I put my PLG150-DR in my Motif ES 8 for the studio. If you'd like to see how much of a difference there is between the 9000 Pro's drum and the PLG150-DR, my comparison webpage is still online:
http://www.hiltonheadmusic.com/Comparison.htm