How do I capture the PCM data loaded from a Korg sound library disk in sysex dump?

For instance I have a disk called TSD-06 Fretted Instruments that came with the synth. I load the disk and all programs and PCM data load ok. Then I do a sysex dump to my computer into Cakewalk 9. Now when I load the sysex dump back into the T2 from Cakewalk, the PCM data does not get loaded. When I look at the edit program page 0 on the T2, the multisound line says 'Not Loaded'. Apparently the sysex dump does not capture the additional PCM data.

Is there a way to capture the PCM data in a sysex dump?