Joe Muscara

You would use a Y or splitter cable that has a stereo TRS jack on one end and two mono TS jacks on the other, all three jacks should be 1/4" male type, I believe.
 
This is an example, no endorsement of brand nor vendor intended.
 

 
You could also use one that has female plugs on the two TS ends, and then use regular TS male-to-male cables if that's all you can find.
 
And if I'm wrong and the output jack on the CT-X800 is a stereo mini plug (3.5 mm), then the stereo plug should of course be that instead of 1/4".
 

Is the power adapter a Casio model or a generic one? Especially if it's a generic one, or even if it's not, you might try running it off of batteries to see if it works that way. If it does, that would tell you the power adapter is either faulty or not adequate. The Casio power adapter is usually the ADA12150, though if you're not in the U.S. it may be different, I don't know.
 
Even though you aren't getting the No Media error, the next thing I would try is the instructions you find here.
 
 
Keep us updated!

So far what I've found is that the metronome on the PX-S3000 is considered an Auto Accompaniment pattern. On the foldout User Guide that came with your PX-S3000 go to page 2/4. On the bottom half, you'll see "Using Auto Accompaniment". The first four columns tell you how to use Auto Accompaniment generally. The next to last column has a section called, "Metronome Accompaniment Patterns". You'll want to choose one of these patterns (BALLAD 39 - 48) to get a built-in metronome.
 
I guess the short version of this is, use button [15] to cycle until you see RHYTHM on the display. Use buttons [10] and [11] to select one of BALLAD 39 - 48. Touch [12] to choose a tempo, and use [10] and [11] to adjust. Touch [8] to Start and Stop.

I'm not familiar with that model in particular, but I'd bet you need a USB printer cable. That would have the flat male USB plug on one end to connect to the adapter (USB A), and the more square USB male plug on the other end to connect to the 450 (USB , somewhere on the back of it. If the USB port you're trying to connect to on the 450 is also flat, you're trying to connect to the wrong one.
 
http://support.apple.com/kb/TA25613?viewlocale=en_US&locale=en_US
 
http://www.datapro.net/techinfo/usb_info.html (See " WHAT ARE THE DIFFERENT TYPES OF CONNECTORS ?" at the bottom of the page)

Good question. It turns out that I didn't know either and had to figure it out.
 
Put the PX5SALL2.ZAL file in the MUSICDAT folder on your USB drive. Insert the USB drive in your PX-5S and hold the Media button until the display says "Mounting Media". Select "Load" and press Enter (these first three steps are exactly the same for Stage Settings). Select "All Data" (it's the last option in the list) and press Enter. You should see PX5SALL2.ZAL. Press Enter like it says and you should be good to go.

And, you can't mark the first post as the answer, since presumably, that is the question. You have to mark the answer. What that does is make the answer easy to find for anyone reading the thread later.

Did you format your USB drive on the PX-5S or on your computer? You may need to try formatting it on the PX-5S, then bring it to your computer, put the files on that, and then try the process on the PX-5S again.
 
There should be no problem having the firmware as well as the tones and stage settings on the same USB drive, as long as they're in the correct locations on the drive. It sounds like you're doing this correctly.
 
There may be a general compatibility issue with the USB drive. I don't recall if the PX has this issue, but I've seen where some keyboards don't like USB drives of certain sizes or brands. You might want to try another one if you have access to another USB drive.