Oh - you just want to load multiple SF... thats different.
When you add (clicking the '+' button) another SF - you can select a file - then kX will ask where to put this SF file - (Synth 1 or 2 or both - and - what base 'patch bank'
offset)
http://img238.imageshack.us/img238/1...fdialogrf5.jpg
Note that the # you enter is an offset.
If bank 0 is loaded with a multi-bank SF file (GS commonly has Banks 8,32 etc..defined as well as bank 0) - Make sure you load another bank with an offset that wont conflict with the multi-bank SF.
And make sure the banks created (in Vienna) to use Bank 0 - for least confusion when selecting patches.