Hi, can anybody tell me how to change the polarity of a sustain pedal please?

I believe that the only way to change the polarity of the sustain pedal plugged into the MODX is to unplug it, and then plug in a pedal that has the correct polarity. 😉 (Some pedals have switches on them, though... check, maybe you'll be lucky...)

Yamaha FC3A (the recommended pedal) comes ready to use in Yamaha Synthesizers. There is no polarity setting for the pedal function.
If you are using another brand pedal, you’ll have a 50/50 chance it will be correct. If it is not, here is good reason to buy a recommended (Yamaha) pedal...

The Yamaha FC3A has a TRS 1/4” connector which allows it to function with “half-dampering” Piano technique.
The Yamaha FC4A and FC5 have a TS 1/4” connector which is your standard On or Off type behavior.

See pages 16-17 in your Owner’s Manual.
For a discussion of Half Damper technique please see the following article (although written for the Motif XF, it applies to all current Yamaha Synthesizers)
Half Damper, Damper Resonance and Key Off

Thanks Guys

"Maybe you'll get lucky", how silly,
You can use the Boss FS-5U single pedal that has a polarity switch on it or the Boss FS-6 which is a twin foot pedal with polarity and also latching ability. They both work on my MODX7.

Purchasing the recommended Yamaha FC3A allows you to take advantage of Sustain half-Dampering feature. This allows the Sustain pedal to send all values 0 through 127 to which the MODX can respond by adjusting the amount of sustain applied to those sounds set to Half Damper On.

For some, piano pedal reaction which includes half-Dampering (important to some piano pieces) is not silly, an important function to some.

"Maybe you'll get lucky", how silly,

I think you denigrated my response without understanding it. I didn't say "Maybe you'll get lucky" -- I said "Maybe you'll BE lucky". Meaning if he checks his pedal and finds that it has a polarity switch, he'll be able to use it without having to spend money on something new.