So no one's showing you any "love", huh? Sorry to see that.
This can be a complex process depending on just how little of each download/PCG you want to use, but here's a start.
The first file you want to load you should just load the normal way. You'll likely load the PCG file into Bank E and the samples will all load in. Now you can go through the Programs and decide which ones you want to keep and which you don't need.
You'll need to study the Porgrams you don't want so you can find out what multisamples they use (EDIT: Basic, Osc. Basic pages). then you can go into Sample Mode and delete each multisample (Delete MS command), also checking the "Delete samples too" command so you clean out the samples they use.
Next I would run the "Move Multisample" command, checking off the "optimize Empty multisample" command to put all the remaining samples in linear order. Be sure to also check off the "Adjust Multisample Assign in Program" box!
Next I would go through the Porgram E bank and rewrite the Programs you really want into linear order, starting at E000 and moving the Programs in a logical setup (E000, E001, E002). let's say you needed 5 Programs, so you'll locate them at E000-E004, right?
Now you have picked what you want from that data load. If you want you could make a backup of this data at this point just for safety. If all goes well you can delete it from your drive later.
For the second file you'll want to use the "newer" way of loading sample data. Highlight the next PCG file that you want to work with and instead of choosing "Load Selected" choose the upper RH "Load PCG (RAM + Samples)" Command. This will let you merge the new data into what's in memory already. So when the screen comes up you should start the merged load at E005.
This will load the next PCG and all the samples in memory. Now you start the above process again. Shop through it, pick what you like, study what you don't need so you can delete the un-needed multisamples. Delete them (and Samples, too) and then re-optimize/move your multisamples to clean up sample memory.
Re-organize the new programs so they occupy from E005 and higher as you want.
Keep doing this, using the "Load PCG (RAM + Samples) way of loading to keep merging the new data in, then parse through it picking what you need, deleting the samples you don't and reorganzing your Programs until you've built up your favorite data load.
Then be sure to save this (a PCG containing the E Bank Programs) plus ALL sample memory.
It may sound hard, but you'll get the hang of it. It's a bit of work but it can be done and you'll feel great when you've accomplished it.
Now maybe you see why no one answered - it takes a bit of experience/knowledge to do this, and even more determination to write it all out!
Good luck.
Jerry
My wife thinks I'm nuts (what else is new) and my kids think I'm mad. Nice Huh!
That's "Exactly" what I was going to say 
