(1) You must first "register" any external style that you want to use, which means to "load" the desired style file into one of the "User Style" memory areas in the keyboard's system memory. To do this, access the FILE CONTROL menu by pressing and holding down the FUNCTION button for a moment, then use the "Load STY" operation to select the desired style file and load it to the desired Style Number. This process is described on page 57 of the PSR-I455 Owner's Manual. The PSR-I455 has room for loading five (5) User Styles, which will be available as Style Number 207 through Style Number 211.
Note that you do not need to fill these Style Numbers in order-- that is, if you want to you can load a style file to Style Number 211 without first loading any style files to Style Number 207 through Style Number 210, although there's no practical reason for doing so.
Also note that there's no operation for deleting a loaded style; if you want to load a style file to a specific Style Number but there's already a style loaded there, the new style file will take the place of the old style file.
Be careful when using a User Style with either a Registration or a User Song, because whenever you save a Registration that auto-selects one of the five User Styles, and whenever you record a User Song using one of the five User Styles, the Registration and User Song will use whichever style is currently loaded to the specified Style Number. For example, if you were to load a style file named "DiscoCat.sty" to Style Number 207, then record a User Song using Style Number 207, then load a different style file named "BluesDog.sty" to Style Number 207, then play back the User Song you had recorded with "DiscoCat," your User Song would play back using "BluesDog" instead! See the last paragraph below for additional comments about this.
(2) If you remove the USB flash drive, any style files you loaded will stay in the keyboard's memory and be available to use-- even if you turn off the keyboard-- but the rest of the style files that are on the USB flash drive will no longer be available for loading. This means you can load style files from different USB flash drives if you wish, such as loading two style files from one USB flash drive, swapping it out for another USB flash drive, and loading three more style files from the second USB flash drive.
Note that you can save your keyboard's system memory as a "User File" to a USB flash drive, and then load that User File at a later time. A User File is like a Backup File, but it doesn't include the backup settings that get retained when you turn off the keyboard (although it will contain everything else that gets retained when you turn off the keyboard). However, both a User File and a Backup File will contain any User Songs that you've recorded, any Registrations that you've saved, and any User Styles that you've loaded. The main difference between them-- besides the fact that a User File doesn't save the backup settings-- is that you can save up to 100 different User Files on a USB flash drive, because each User File will have its own filename ranging from "User001.USR" to "User100.USR" (although you won't see the ".USR" file extension on the screen). In contrast, a Backup File must have a specific filename, and you can't save or load a Backup file unless your keyboard is connected to a computer or iPad, whereas you can save or load any of 100 different User Files per USB flash drive without needing to have your keyboard connected to a computer or iPad.
Remember the caution above about using a User Style with a Registration or User Song? Due to the fact that a User File contains the User Songs, Registrations, and User Styles, what you will generally want to do is load a particular set of five User Styles into the keyboard, then set up and save any Registrations that you're going to want to recall while using those five User Styles, as well as record any User Songs that you're going to want to play back while using those five User Styles. Then you can save everything to a User File. Then you can load five other User Styles, set up and save the Registrations you want to use with those User Styles, record the User Songs you want to play with those User Styles, and save everything to a second User File. You can repeat this process as many times as desired. (Although a USB flash drive can contain only 100 different User Files, you can always swap USB flash drives and save additional sets of 100 User Files to each USB flash drive.) That way you can load any of your User Files and restore the ten (10) User Songs, 32 Registrations, and five (5) User Styles that are contained in that particular User File.