Just be warned that-- if I remember correctly-- Musicsoft Downloader does not copy the file; it actually moves the file from your computer to the keyboard's memory (or vice versa). If you use the procedure to clear the keyboard's flash memory, it will erase any song files or style files that you'd transferred to the keyboard's memory. You should always keep at least one backup copy of your song files, either on your computer or on some other storage device (e.g., a USB flash drive).
EDIT -- Also, to anticipate a question that always seems to come up with the PSR-E models, there is no "Load Song" or "Load SMF" function on these keyboards, because you don't need to load a song file in order to play it. Just press the SONG button, then any songs you transferred to the keyboard's memory will be listed after the built-in songs.