I just got the Montage 6 and was trying to play some of the stock performances via midi from a controller keyboard. When I play the CFX-FM Piano, the acoustic piano will play, but when I turn the motion wheel to the FM piano, there is no sound. I'm assuming that I need to change the MIDI rec setting in the FM piano part of the performance, but don't see where that setting is.
Anyone have any idea how to set it?

When playing the Montage from an external keyboard you need to be aware of the MIDI settings.

If you are attempting to play a MULTI PART PERFORMANCE such as "CFX + FM EP" which occupies five Parts, if you have your Montage in Midi I/O mode = "multi", and you are only transmitting on a single MIDI Channel, not only is not the FM EP not sounding, neither is Part 2, nor Part 3, nor is Part 4. You are simply trigger Part 1 of a five Part Performance.

In order to play a multi Part, single instrument sound, it would be wise to set the Montage to MIDI I/O mode = "single" to match your controller keyboard's single MIDI Channel Output.

Press [UTILITY]
Select "Settings" > "Advanced" > MIDI I/O mode = single
Select a channel 1-16 to match your external controller

Your Montage firmware must be updated to version 1.10.x in order to select "MIDI I/O Mode"
http://download.yamaha.com

Now when you send in on a specific channel the 'Keyboard Controlled' Montage PARTs will receive on the channel you select...

Thanks Bad Mister.