MIDI event filters can sometimes be set on the transmitting hardware/software, or sometimes on the receiving hardware/software, or-- if not available on either end-- by inserting a MIDI box inbetween.
The PSR-EW400 doesn't provide that level of control over what is transmitted via MIDI.
I downloaded the manual for the V-Machine, but I didn't see anything obvious about filtering events. But if I remember correctly, there was a reference to some sort of companion program that can be installed on a PC to help with configuring the V-Machine, so it's possible that there's something in that program that lets you set filters on the MIDI data, such as to filter out any unwanted channels or event types.
It might also be possible that there's some kind of setting that can be configured in the virtual instrument.
If none of those options are available, there are MIDI boxes that can filter out unwanted channels or event types. However, these use MIDI cables rather than USB connections, so it would be problematic to insert one between the PSR-EW400 and the V-Machine.
The simplest solution might be to go into the function menu on the PSR-EW400 before you select a style, go to the StyleOut function, and turn it off so the keyboard doesn't transmit the style data. Then you can select a new style and the keyboard won't transmit any of the style's setup information-- the Bank Select, Program Change, and other messages that select the voices which are used by the style. Once you've selected the style, you can go back into the function menu, go to StyleOut, and turn it back on before you start to play the style. As long as you stay on that function before you exit the function menu, that particular function will come right back up the next time you go back into the function menu, so it might not be as cumbersome as it sounds:
- Press the FUNCTION button. (StyleOut automatically comes up unless you'd used a different function.)
- Press the -/NO button to change StyleOut to off.
- Press the STYLE button and enter the desired style number.
- Press the FUNCTION button.
- Press the +/YES button to change StyleOut to on.