Hi!
I'm afraid there is no way to do that. THe only way to get the sounds into your DX is either to load them from a cartrige (you can find them on eBay), or download them from the internet (the smart way to go). There are millions of DX7 sounds out there. Just do a search on DX7. Some websites even offer application utilities and software editor librarians that help create, transfer and store sounds on a DX7 and other Yamaha DX instruments.
I have over a thousand banks (each one containing 32 programs) of DX7 sounds, so if you are interested I'll e-mail them to you.
-ED-
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A gentleman is one who never hurts anyone's feelings unintentionally.
- - - Oscar Wilde