I suppose you are talking about a soundbank autoloading. This feature allows you to load a certain soudbank every time you turn the instrument on.
Here's what you have to do:
1) press "Disk"
2) Choose the folder that contains the Soundbank files you want to load.
3) Select the first file of the soundbank set of files
4) Press "Save/Enter".
5) Go back to the main menu and press "Save/Enter" again.
6) Press F3 (power On Setup)
That's it.
-- José.