Zuki,
it's all in the manual...
1- Press "Song player" (third from the left, upper row)
2- Press one of the song banks (the very first buttons on the left)
3- Press "Pop up" in the lower right corner
4- Select the source (floppy or hard disk)
5- Select the song/midifile to load
6- Select the location (memory slot)
7- Confirm the loading (like for the styles), etc etc
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Korg Kronos 61 and PA3X-Pro76, Roland G-70, BK7-m and Integra 7, Casio PX-5S, Fender Stratocaster with Fralin pickups, Fender Stratocaster with Kinman pickups, vintage Gibson SG standard.