I don't remember if there is a way to copy directly from USB (Floppy) to HD.
Try this, Press the [DISK/SCSI] button and then select "COPY FILE/FD"
Maybe it works.
If not, a way is to copy the styles in question to Flash Memoiy and thern:
Select "STYLE MANAGER" (with two right down corner buttons) and you will see an intuitive "STYLE MANAGER" screen where you have to select "SAVE STYLE FROM FLASH ROM"