Dick >>> With all due respect, what you call "loading voices" into PSR keyboards is not necessarily that, but in fact loading "patches" or "parameter settings" of existing voices to tweak them to sound different or better, but still using essentially the same waveforms that are burned into ROM.
From what I've read, the S950 is indeed capable of loading actual new "voices" (ie. it contains 64K of sample RAM so it can actually load in a new sound) but lesser PSR models like the E433 lack any sort of RAM capable of loading in new waveforms.
Now I'm not certain what formats the sound files are supposed to be in for the S950, be it WAV or AIFF or some proprietary Yamaha format but you could in effect somehow record a drain gurgling on your computer, run whatever conversion software is available and turn it into an instrument on the S950. There's not so much as a hope or a prayer of doing the same thing on an E433. It's simply physically impossible short of removing the ROM and replacing it with a custom burned chip.
Otherwise, though, I believe the cause for confusion here is when you refer to "loading voices" on the PSRs. On the lesser models, this is simply limited to loading a preset string of data parameters for each individual "voice" or "patch" which controls things like effects settings, layers, envelope parameters and other tweaks which can indeed sound like something completely new.
But believe me, you'll never be able to make a gurgling drain sound with an E433. It's simply not possible with that hardware.
Even on my Korg TR, in order to have it be able to import new sounds, I had to install a $300 sampler and 64K RAM upgrade before I was able to turn any random WAV or AIFF file or sampled sound into an instrument.
So I really do want to make it clear to the original poster that if he wants to be able to load new samples into his keyboard and play them in a standalone setting, his best options are either a cheap sampling keyboard like the Korg Microsampler or the Casio XW-G1 or else spending well over the $1500 mark for something that has the optional RAM either built in or as an addon that can handle the import of sampled instruments.
Or for that matter, if it's not for a gigging situation, he may be better off simply buying a MIDI keyboard controller (with no sounds built in) and hooking it up to a PC or a Mac and then have the option of buying a limitless number of virtual synths and running them from software.
Also, I'd like to point out that at no point did the original poster express any interest in arpeggiators or rhythms or styles so it still remains a question as to whether he is looking for a workstation or an arranger keyboard. All we know for sure at this point is that he desires soft synth capabilities in a hardware standalone keyboard.
And while this exists in a few exotic keyboards like the Studioblade I linked, this is by no means anything approaching what is currently standard in standalone keyboards.
Gary