I'm afraid that the Audio Drum styles cannot be saved onto USB.
I was looking through a product guide about the 64mb Flash Expansion, and it said that you can "even play additional styles with audio drums" from the expansion slot or something to that effect.
In other words, the only styles with Audio Drums that you're going to get are going to come with Expansion Packs, and only one pack can be loaded on the keyboard at a time.
Perhaps this is a way for Yamaha to have a proprietary format with the new styles.
We will see.