Hi Burkels,
The CD has the software that allows communication between the EXR and computer. It allows you to use the USB port connection and transfer data (styles, etc) back and forth. The EXR3 doesn't have a floppy, so it's necessary to have the CD for that one anyway.
zuki
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Live: Korg PA4X/EV Everse 8s/Senn 935/K&M stand
Studio: Korg PA4X/Yamaha DGX670/Nord 6D73/Boss BR900CD/Tascam DP24SD/MTM Iloud/Sony C80/AGK 214/ATEM Mini Pro switcher/K&M stand