Just connect the audio outputs of the arranger to the soundcard of your PC (in stereo mode, of course) and then use a program like Soundforge Pro to record each part of the style (intros, variations, fills, endings). With Soundforge you can also easily find a good loop, because the drum pattern tend obviously to repeat after a certain number of bars. For this purpose you have to use the function "Auto-region" in the menu "Tools".
Let me know if you need more instructions (if you don't use Soundforge it's useless for me to write more).
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Korg Kronos 61 and PA3X-Pro76, Roland G-70, BK7-m and Integra 7, Casio PX-5S, Fender Stratocaster with Fralin pickups, Fender Stratocaster with Kinman pickups, vintage Gibson SG standard.