He means you need to back up your existing patches onto the computer first, to store them safely in case the new sounds don't work. That way at least you'll be able to restore some sounds that do work to your synth.

You should be able to do it with the same program you use to add the new sounds, so it won't be a big hassle anyway.

Better to be safe than sorry. Even if you hate the existing sounds, keep them as an emergency backup. Better to have some sounds than no sounds if the new ones fail for some reason.