Rikki,
The USB works fine, but I do not have specific locations saved. Maybe I don't get the concept of the direct access ... I thought the kb would search my drive, and "see" the styles. My User and Favorites banks are only available after I load them, right? They exist in the keyboard, and not on the disk.

I have styles loaded in Favorites and User, and they are all available with the buttons. When I try to select the third icon (direct" ... it's grayed out.

This statement confuses me:
"Make sure your styles on USB are actually in favourites banks 1 to 10 and user 1 to 3 and saved as sets."

My USB drive is not sectioned into Favorites ... it's just alphabetical.