The YAMAHA Musicsoft Downloader needs to be launched as Administrator. Do this using right click on the main icon, then choose Run as Administrator.
After the software launched correctly, go to the connectivity section and try to connect again to your keyboard. This could be a reason why you can't send files to your keyboard.
As a suggestion, access the Device Manager ( Windows + R > devmgmt.msc) as well to see if the keyboard is installed properly, otherwise reinstall the drivers for it.