How to save setting changes on Casio WK-500 keyboard?

Question moved from Cars and Trucks to a Casio Keyboard one.
Easy enough if you can find the part.

https://www.google.com/search?q=casio+wk-1250+parts+diagram

casio WK1250 Parts and Accessories - PacParts

https://www.pacparts.com > model > model_id=WK1250
Mfg / Model No, Description, PDF, Year. casio WK1250, Musical Instrument: Electronic Keyboard, 1998. The following parts are available for the model listed ...

Casio WK-1250 Repair Parts and Accessories - Syntaur

https://syntaur.com > keyboard > keyboard=2080
Casio WK-1250. Released in 1998. The WK-1250 is a 73-note consumer keyboard with built-in speakers. Synth. All photos are copyrighted by Syntaur, ...

Casio Keyboard Junkyard: Welcome

https://casiokeyboardjunkyard.com Used accessories, parts and stuff for Casio Keyboards ... CASIO WK-1200, WK-1250, WK-1300, WK-1350 models are basically the same and use the same parts.

Casio Repair Parts - Keyboard Kountry

https://www.keyboardkountry.com > keyboard-parts
Casio Repair Parts ; Yamaha Brand Key Lube (Small). $3.80 ; Casio CTK-560L Ma1M Light Boards. $9.95 ; Replacement Keys for Casio CTK-491 and Others. $10.95.
Missing: 1250 ‎' Must include: 1250 ..

https://www.amazon.com/casio-keyboard-sustain-pedal/s?page=4&rh=i%3Aaps%2Ck%3Acasio%20keyboard%20sustain%20pedal

Yes there's a way. Use Registration Memory (I shorten it to: RM) ..
RM have 8 banks and 4 bank numbers. For changing banks, press BANK several times.
Example :

• choose tone (eg:500)
• press BANK where you want to store. (eg:1)
• while holding down STORE button,press registration number where you want to store (eg:3) Release store button. Finish.

Next :

• choose tone (eg:038)
• press BANK where you want to store. (eg:1)
• while holding down STORE button,press registration number where you want to store (eg:4) Release store button. Finish.

Anytime you press RM bank 1 number 3 (one key), the sound is 500
Anytime you press RM bank 1 number 4 (one key), the sound is 038.

Notes:

• RM not only can save tone, but can store style,overall setting live performance,etc.
• RM functions are disabled while you are using the SMF player, song memory or demo.
• RM are also disabled while you are using the floppy disk drive.

When you replaced it, you either have the wrong jack, wired it wrong or it is shorted out where you connected it. Recheck the connections.

With IDES4, I can load factory defaults to my WK8000.
WK500 uses DATA MANAGER 5.0. If I am not mistaken, you can only save/restore/delete "user data" from and to the instrument.
FACTORY Settings are always unchanged in the instrument and it reset itself every time you power cycle.

Do You use original CASIO power adapter for this keyboard?
Some CASIO (CTK-5000) models require inverse voltage polarity than most of others adapters have!!! RISC OF BURNING OUT ELECTRONICS!!!

You have to get a cable that runs from the 1/4 inch headphone jack on your keyboard to the 1/8 inch line in on the back of your iMac.

It sounds like the sustain is stuck on as if a sustain pedal is active. You don't mention if you have one, however if you MIGHT have one and you have used a Roland pedal, that brand is reverse sensed and would cause note to remain on.

Most of these have VELOCITY sensing and that involves two contacts per note. If the velocity sense on those notes is somehow not working, broken wire or trace on the board or short that MIGHT cause your problem.

No.

I have a Wk-8000 & a CDP-200R, the later is the same as wk-500 but with 88 weighted hammer keys.

Since wk-500 can play SMF (Midi 0 & 1) format directly from a SD card and there is enough polyphony to play anything, I don't find any real reason to convert SMF to any "Casio Format". Just get a 2GB SD card and put your SMF files in the MUSDAT folder for the SD CARD using your PC/MAC.