I recently answered this same question asked by someone else. Here was my response:
"Okay, I am using CAKEWALK PRO AUDIO version 8.04 and
I just sent and received a BULK DUMP and it was EASY!
First, on the DJX MAKE SURE YOU ARE IN STYLE MODE. That
is, PRESS STYLE. (If you are not in style mode and
you attempt to bulk transfer, it will say ---)
Now from THERE, On the DJX, go to F86 BULK SEND. It will
say YES BULK SND? ... press +. It will say SURE? and now WAIT!
In CAKEWALK, go to VIEW > SYSX
Then click on RECIEVE. Pick and press OKAY.
Now cakewalk will have a dialog box thing showing how much data it
has recieved. Simply press + on your DJX now and the transfer will
begin. It might take a minute, it might take a few, depending on how
big your songs are, etc.
When it's done, like STOP or whatever in cakewalk (I don't remember,
but what to do at that point is obvious.)
Now, you have captured the Sysex! When I did it, it was like 140K of
information! ...
So now you can SAVE THE BANK to disk, so that you can restore it at any
time in the future!
------ NOW, to send the data BACK to the DJX, MAKE
SURE THE DJX is in STYLE MODE. That is, PRESS STYLE.
now select that bank that you captured, and press SEND.
Cakewalk will then show a progress bar while your DJX says
RCV:.
And there you have it! It's simple! The main thing to
remember is to do your dump from the STYLES mode.
There are shareware programs on the net that should allow
you to send and receive sysex dumps if you don't have
cakewalk...
Visit
http://www.maz-sound.com and look in the tools section for things that handle SysEx storage and dumping.
=M-C-LOVE= ... Does this answer your question?"