There's a setting for auto load, I think it's in the other pad, set it to off.
If you do that when you turn on you'll start with a blank slate.
When I get home I'll have a look and post up something that makes a bit more sence, sorry I'm new to the 500
you can have your own programs load up if you want to by doing the following...
mode> save> cursor to program> scroll all the way to the right til it says to internal> cursor down and change it to all pg&smpl> hit do it> the rest should be self explanitory