The day I upgraded from Tyros 2 to 4, I was able to simply insert my Tyros 2 memory stick full of T2 styles, regists, lyrics text, etc. into the Tyros 4 USB slot and everything got called up properly & sounded pretty much as they did on Tyros 2.
That said, I now use and prefer the new and/or updated styles in Tyros 4 because they sound a whole lot better.
The only Tyros 2 files that required converting (from .tvn to .uvn) were the sampled voice files. The converter utility's free & available for download from Yamaha.