I'm experimenting in saving sounds

Example:

There are a few right hand sounds in Larry Gosmeyer's songs, in Technics format, that I would like, if possible, to save in my keyboard.

What would be the best way to extract, say one of his custom sax voices, from his sequence, to my custom sounds, and will it save exactly as in his original setup?

He uses many different right hand voices, which makes it difficult to track down a particular sound.

I never tried to save a custom voice from a song, so I need beginner instructions
I don't know if it can even be done.

Thanks
Hope Everyone Has A Happy '08