is an excellent site... there is so much there it's mind boggling. But beware, you may find yourself listening to styles more than actually playing the keyboard (like me)!
I have the 2600 but didn't use the 2600 download (afraid of the SD card then). I used the 2400 versions instead, but as I don't use floppy drive on my laptop I extracted the 2400 files to my hard disc, not a floppy.
When you open the downloaded file you are presented with the option to save the files to A:/ (floppy). If you want to save to, for example, KNStyles on hard disc drive C, just delete A:/ and replace with C:/KNStyles - or whatever is the appropriate drive and folder path for you. Then direct Song Manager to the folder you saved the styles to and upload to the KN. Hang out the 'Do Not Disturb' sign and enjoy