When you load one midi song into your sequencer from floppy disk you then hit save on your SD Card and then name the song and then save that song in a file on your SD card. Save to only sequencer. Then you load another midi song in an do the same but remembering to drop the song into a new slot. When you fill up the 20 slots with songs open up a new file and continue until you have all the midi songs you want on your SD card.
All you save on a midi song is the sequencer. The others like panel ,composer
sound memory, etc , you no out.

Hope this makes sense.
Alex