Is it possible to create a drumset by a msp multisample?

NO... It Is impossible.... Its only with INS file.... And INS file can only KETRON....

Ok and what about loading on start up the msp like the ins?How to do that?

If you mean Autoload sounds (MSP, and INS) it need to make a RBK file please follow this:
Make a new folder in INSTRUMENT folder of Audya and give a new name, for example (MY_SOUNDS)...
Copy any MSP or INS files that you want..
By pressing the EDIT button you can access
the edit screen of the RAM INS / SUPERSOLO
voices By using the F1-F10 buttons
you can execute the following functions:
• F1 - CLEAR&LOAD: clears the current
memory and loads the selected INS/MSP voice(s).
• F2 - CLEAR SELECT.: clears the memory
only for the currently selected INS/MSP voice(s).
• F6 - CLEAR ALL: clears the memory of all
the INS voices.
• F7 - SAVE SELECT.: stores the currently
selected voices in one file
Give a name by using the keyboard and press
the USER 5 button (SAVE) to store the INS
block.
In the example, the file is “MY_SOUNDS”.
• F8 - AUTO LOAD OFF: enables/disables the
automatic loading into memory of an INS
block. To choose the autoload function of an
RBK file, just move to the RBK file and switch
the Auto Load parameter from OFF to ON.
With this method you can to loading your sounds on start up any time in your Audya!!!
But attention.... If you have ready the new pen Upgrate_2011, your new RBK file will be replace, with new that will make..
Enjoy....

Thank you great sokratis

And sorry I forgot.... For select the sounds that you want, please prees RAM INS, select your folder that you have make with your souds, EDIT/and press SELECT from 5/10 key to select one by one your INS or MSP...
When is reasy your select now press SAVE give a name and in finish press AUTO LOAD ON....
Turn off the Audya, and start again to try if is all right...

Sokratis i only can create the msp file inside the rbk if the msp is in the folder instruments

Yes.... I think only....