Have not tried auditioning style yet, but will let you know once I try that function.]

Organizing style banks:

Load in an individual style (keep opening the style until you see the actual style name). Hit USB F (in the front slot) and "save to" that stick. While saving, it gives you an option to just "save" or "select". Hit "select" and choose which USER style slot it goes to - simple. Very cool. I then use the DROPDOWN to change the name of the style and I use the song name to match things up.