Hi!
You need to have a software editor like the "ChangeIt" (go to following adress to download it:
http://aragon.iitb.fhg.de/moss/changeit.html )
Then connect Your XP to MIDI, set the right channels and that's it. It's easy to use: You load a *.syx file and when it's printed on the screen you can click on any sound of that bank that you want and it goes to the synth, on the program number You've activated in the XP (eg U-001WestCoast). If You want it to stay there just save it (on the XP). With that program You can also edit any parameter You want to or upload all the memory to the computer!
Good Luck