To load soundbank into the K-station, you'll first need the following software:
If you are on a PC, you'll need MIDI-OX (http://www.midiox.com)
If you are on a Mac, you'll need SysEx Librarian (http://www.snoize.com/SysExLibrarian)
You'll also need a midi interface. Connect the midi out of your interface to the midi in of the k-station.
For a Mac
Connect your K-station, open up Sysex Librarian, make sure your midi interface is selected at the top, then drag the .syx file into Sysex Librarian. Select that file, make sure your K-station has memory protect set to off and then hit 'Play'. You should see it uploading onto the K-station.
For a PC
Connect your K-station, open up up MIDI-OX and make sure that your midi interface is selected in Option > MIDI Devices. Click Ok.
Make sure your K-station has memory protect set to off.
Now go to View > Sysex... Then click File > Send Sysex File. Choose the file.
You should see it uploading onto the K-station.
If you are sending a single sound to the K-station, it'll only be saved to the rack's RAM, therefore you need to go to 'global' then press 'write' for it to save permanently. If you are sending an entire bank, then it will automatically save in the K-station internal memory.