Tracey:

"It seems to me like you should be able to download the files onto your computer, open them up, and select the patches you want to copy onto a floppy from there"

It sounds like what you're really asking for is a printout of the patch banks you are downloading. That's not what a patch or bank download is. It's not a text tile, but a data file. Data files "open up" into the device they were designed to be used with, in this case the XP. And there, indeed, you do get a list of patches (in your User bank) you can select and save onto a floppy just the way you describe.

"But when I tried to open up the files...it didn't work. It kicked me into Cakewalk then (that is what it selected to open them as) and from there I had no idea what was going on"

It's kicking you into Cakewalk because that is the media player on your computer designated to play = to open .mid files.

Any time you double-click a file (any file), Windows will open it with the program designated for that type of file. Your computer uses Cakewalk for .mid files, that's why it's opening Cakewalk to open = play the files.

But Cakewalk is not the XP, so all Cakewalk is going to do is play the sysex out into empty space unless your XP is connected to the midi port of your computer, in which case Cakewalk will play the .mid file and send that sysex to your XP; the XP knows what to do with the XP-specific sysex data (i.e., make a patch). Cakewalk is just a sequencer that plays the file, not a synthesizer that knows what to do with the data.

Hope this helps.