It's easy with the latest from the Kurzweil series. You have 2 options:

Under normal circumstances, normal program mode, the 400 and 500 bank (through 527) is the GM bank.

But, for many software applications and sequences to work properly, the GM bank needs to be from 0-127. To change this to be the case, press the Master button, go to the softkey GM, and turn it ON with the select wheel. Now your GM bank is located properly in the first bank.