J Bran The download folder is an optional setting, it shouldn't affect the transfer button availability.. If you want your styles to be saved under \USER\SylePlayer Incoming
than yes, you need to create SylePlayer Incoming
manually inside your keyboard USER folder, then type SylePlayer Incoming
into that input box on this site, and then the styles should be saved into this subfolder.
If the transfer and preview button are not enabled it means that the keyboard wasn't connected in the right order. Please see the first post and try to follow all the steps exactly. I just tested it again and everything should work.
Direct transfers is an optional step which is supposed to make it more convenient to transfer styles and not more difficult. If you are having so much trouble you can just download the styles the traditional way through the "download" button and transfer them manually using an usb stick (only need to unzip them first).