Zuki,
I assume that you want to load a style into the flash memory. If this is the case, you have to:
1- Press one of the memory bank buttons
2- Press "Style manager" in the lower right corner of the screen
3- Press the first button on the left ("Load style into flash rom")
4- Select the style/s from the hard disk with the up and down buttons (you have here an option to load a single style, a group of styles or all the styles found in a folder)
5- Press "Next"
6- Select a slot in one of the memory banks
7- Press again "Next"
8- Press "Yes" when asked "Do you want to load"
You are done.
Hope this helps and...
Merry Christmas!