I've downloaded music and transferred it to my keyboard, but they won't light the keys?

Go to https://web.casio.com/app/en/music_space/songlist2.html

There are two types of songs to be purchased and downloaded; Key Lighted and MIDI Songs.

My guess is he purchased and downloaded MIDI songs, not Key Lighted ones.

You can not light the MIDI ones.

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If from another country, direct the caller to www.casio.com and click on his specific country as we can not call him anyway.