Bill,
One of the easiest programs to use is Michael Bedesem's MIDI Player II, which can be downloaded from the PSR Tutorial forum at
http://www.psrtutorial.com/MB/midiplayer.html . It is very user friendly and it's free. It will perform a huge number of tasks on both midi and style files.
Gary
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PSR-S950, TC Helicon Harmony-M, Digitech VR, Samson Q7, Sennheiser E855, Custom Console, and lots of other silly stuff!
K+E=W (Knowledge Plus Experience = Wisdom.)