Your results are unfortunate. That means that the author has used sysex messages instead of conventional bank and Program Change (PC) events to assign tones (voices) to the various MIDI tracks and in place of conventional Continuous Controller (CC) events for controlling such things as volume, pan, etc. Sysex messages are, by design, brand (manufacturer) specific. Some (many ?) are even model specific. Which sysex messages will or will not confuse a different brand's or model's operating system is anybody's guess. Manufacturers do this for two reasons. Some things are better done, or can only be done, via sysex messages, but use of brand or model specific messages is also a sort of cheap and dirty lock on your code. "If you want to play our MIDI files, you have to buy our hardware."
This now brings us to a sticky issue that must be dealt with before any further public discussion of this matter, here or on any other forum. In rereading your original post, I realized that you are talking about Yamaha proprietary MIDI files that you apparently purchased for a Yamaha keyboard at some time in the past. If you read the copyright notice that came with those files, I am sure that Yamaha grants you full private use of those files for personal entertainment, but would consider any modification or reverse engineering of their code, to make it useable on a competitor's equipment, as an infringement upon their copyright. What you do in private is between you and your conscience, but to discuss it publicly is to invite members of Yamaha's legal staff to appear on our respective doorsteps fully armed with subpoenas some dark and dreary morning.
One thing you could consider is to send a reset code to your Prelude in between the problem MIDI files. Whether or not this would work depends upon how "locked-up" the Prelude is. If it will still accept a reset code, then it would load and play the next MIDI file. This is just a matter of generating a MIDI file with only the reset code in it. Just play that MIDI file, and the Prelude should (may) reset. You might be tempted to attach this code to the Yamaha MIDI files, but there again, that is "modifying" THEIR code. If you keep the reset file separate, you are just sending YOUR code to YOUR equipment to reset what THEIR code screwed up. I know this is splitting legal hairs, but at least it might give you something workable without leaving your finger and foot prints all over THEIR code.
You can find a set of various reset sysex messages at the following address. The Prelude is a GM2 device, so you will want the GM2 reset message:
http://www.gnmidi.com/handbook/english/submenu_resetoperations.htm
Good luck !