Vince,
Uploading directly to memory is possible using MIDI system exclusive messages. But this software is not available. As it stands, only the file transfer software is available.
I don't know if the basic X4 comes with the hard drive cable installed or not. If it is installed, then you only need a ATA-IDE 2.5" hard drive (laptop HD). In the X4, there is a format function in the Disk menu.
If you are not comfortable with installing your own drive, then you should get the X4 with HD, which comes with another 400 styles for you to play with.
Henry