Hi Josh and Ross,
You must record on the internal hard drive. The 1000 has a 40g, I think the 2000 has maybe an 80g.
But as pointed out by Brad and others, it is quite easy to shut it down, attach via usb to any computer, and boot back up in usb mode to transfer the entire files.
Naming the songs is a tiny chore, you use the scroll wheel with an insert button. You have to abbreviate a bit, but no real problems.
If you attend mastering, take your own machine. If not, send the files and they will have or get one to play them.
Although KORG has now actually thanked me for being such a vociferous proponent of their machine, it should be known that I paid full price for my unit from Sweetwater.
I just love this format that much.