Be aware that a midi sample dump is a slow process
I have had success in the past using VMware Fusion, running on OSX emulating Windows XP to transfer samples. I currently use an old OS9 Ibook and Alchemy to send samples back and forth, but really because of how long it takes, I generally just sample and save to my HXC floppy emulator....
The windows program is called FZDump. see this video Casio FZ1: Downloading sample to FZ1
If you have access to an older PC with a serial port you can hack up a cable for much faster transfers
see this post Casio FZ1 - Page 3 - Vintage Synth Explorer Forums
So it can be done, Also I think on Rainer Buchty's site there is info on how to convert a PC floppy for use in the FZ