If you have collected a lot on of styles on your Tyros4 and you want to audition them, here is a system that I use which may or may not be of use to you.
First thing I did was to create an empty MusicFinder file which I then loaded in to my Tyros4 (I still kept the original one).
As I work my way through my collected styles if I find one I like or could use I add it to a musicfinder entry 'as is' or you could name it as a particular song if it could be used for that.
You can also then use the search function in the MusicFinder to locate a particular style.