Go to the link below and download a instrument definition.
http://www.cakewalknet.com/index.php?page=download/instrument
The P250 isn't there but all you need to do is locate a XG similar one - I would think something like the PSR 540 or 740 should have XG.
You expand the zip and end up with a text type document.
- launch metro with you keyboard midi'ed up to the mac
- Setup menu / PROGRAM NAMES
- PORT selection - you keyboard
- click on the open button and locate the .ins file
- have it work on all channels
then you should be able to select bank and program names