Hi, you recorded in MIDI or an SMF, and my guess that if you did not selected the USB drive at the saving moment, to me, it means that, the song (SMF) is on the User Memory or keyboard memory.
When you press Song in the main screen, with the tabs located in the upper right side of the screen, you probably see, Preset (the Demo songs), then the User Memory, and IF you have a USB drive connected, you see the contents of each of the areas,select the User Memory and most likely that you will see that song.
Hope it helps.
------------------
mdorantes
_________________________
mdorantes