While I don't have a KN5K (I have a KN2K), I do have some experience in sending sysex's to CW -- so I'll try to be your sounding board pardon the pun). I'll try to replicate the scenario on my rig.
First of all, what version of CW are you using? Second, is CW in the Sysx View and the Receive button clicked? Did the dialog box say, "You start dump on instrument" and you clicked, "OK"? Did you then tell the KN to send the Sound Memory? What exactly did the crash look like on the KN? Did CW show a rolling bytes received count for any length of time?