Most MIDI files (from the Web or purchased etc..) dedicate the first bar to a 
"count-in" and program/controller/SYSEX set up. When creating a SONG or BSQ on 
the i30 (which will eventually become a SMF) I always keep bar 1 empty. Then for 
each track, hit the Menu button and go into "Edit". Then select "Event Edit" for 
that track and insert a "Program change" event in bar 1 to reflect the instrument 
for that track. (You can also insert volume/panning controller events if you wish). 
These events are saved in the final SMF, hence will work on any keyboard/sequencer 
thereafter. Just remember to stick to the GM progams (Banks C-G are i30 specific).
If you have already created your SONGs, you can "insert" one bar in all tracks 
at position 1 (use "Edit" and "Insert measure" options.

Hope this helps

Pete