Mikey,
basically you have to:
1- unzip the files contained in the .zip file
2- connect your Tyros 2 to your PC, then copy the files you have unzipped to the root directory of the Tyros 2 hard disk
3- switch the Tyros 2 off, then switch it on again while at the same time pressing the Start/Stop button (in the Style Control section)
4- keep pressing the Start/Stop button until a display appears, then simply follow the instructions given by the display.
Good luck!
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Korg Kronos 61 and PA3X-Pro76, Roland G-70, BK7-m and Integra 7, Casio PX-5S, Fender Stratocaster with Fralin pickups, Fender Stratocaster with Kinman pickups, vintage Gibson SG standard.