You're going to need a SCSI interface if you want to transfer samples between your PC and the X. You'll also need some software that'll do "SMDI" sample transfers.
I haven't done it myself - I just know it's there.
Midi is mainly used for sending commands from keys to modules etc. Sample dumb via midi is SLOW and since asr-x is a SAMPLER why you don't sample the sounds to X?