Chico,
when I got my hard disk it was not formatted; after the installation I got a message saying "The hard disk is not formatted; do you want to format it?"
Anyway, even if you buy an HD which is already FAT32 formatted, you can always re-format it after the installation.
I have chosen to partition the HD into four sections; so I can have all the midifiles in one, the styles in another, the sounds in a third and in the last one I keep files like backups, etc.
(I have to admit that, even after loading all my favorite styles and midifiles, the four partitions are still almost empty; they are 2 Gigabytes each and that's a lot of space for such small files).
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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.