I'm pretty sure the EOS Link software can do that. I think it comes with the sampler, if not, you can buy it from www.emu.com for 40 bucks. I havn't used it yet, but I've heard it's great. You'll need it to send files to your sampler. It also lets you control all the menus from your computer instead of from the samplers screen... or if you have Sound Forge, you can send audio samples and that's it, none of the other cool stuff..
Ebay is probably the best place to find an external CD-ROM.