It would be nice if the current name of the slot you intend to write into was shown, I agree.
One thing you can do once you've selected a slot to write into: press the Compare button to listen to the sound in that slot.
Hum...
According to the Manual...
"To save a program to a different location:
1. Press the save/load button. Its LED begins blinking.
2. Turn the bank or program knobs (or Soft Knob 1 and Soft Knob 2) to
select a new location. You can only save to banks U1-U4.
3. Enter a name for the program using the appropriate Soft Knobs and
Soft Keys. (See the illustration that follows for their functions.)
4. Press the save/load button again. Its LED stops blinking and the
program is saved."...
and
"To evaluate a program before you overwrite it:
1. Get ready to save by pressing the save/load button. It starts flashing.
2. Press the compare button. Its LED lights up.
3. Use the bank and program knobs to navigate to the sound you want to
compare and play the keyboard to hear the sound.
4. To disable the compare function and go back to the edited sound, press
the compare button again to turn it off. (Programs can’t be written
while in compare mode.)
5. If you want to save the edited sound, the save/load button is still
flashing and ready to save, so navigate to a location with the bank and
program knobs and press save/load. The sound is saved.
6. Alternatively, if you want to cancel saving and continue editing, press
the global button. Saving is canceled."
Got to try this...