Thx for the help, but doing something wrong.
I can't format using the piano (tried several thumb drives, and get the same results).
So, I formatted to a FAT32 thumb on my Mac, and added the files AUDIO and MUSCLIB manually.
I converted one of my songs to a .WAV file, renamed it TAKE01.WAV and tried in.
Tried it in the Audio folder and the MUSCLIB folder, nothing.
I'm trying to play by pressing "FUNCTION" and then the key for "USB flash drive mode", which is the lowest white key on the keyboard.
After I pulled out the drive, I noticed that the piano created another MUSCLIB folder, with sub folders 61 thru 70. So, I put the song in folder 61, with no luck.