If the samples are in the folder with the PGM they should load. I would be lying to you if I said I haven't had the same thing happen at times though.
I just tried to load XL PGM's in both Blue Box and MPC Maid on PC, neither app loaded the XL PGM as I suspected they wouldn't.
If you have the XL PGM folders on the computer (or copy by mounting the 1000's CF to your computer) you could remake the PGM's in either of those apps and re-save them as 1000 PGM's. Not really a solution but it would save time over re-making the PGM's from scratch in the 1000.
BTW - I use MPC Editor (but that one is not free) and 95% of my XL PGM's exported from there work fine on the 1000. It has a 30 trial trial period though. (and will still be pad assignments only best case scenario)
http://www.midicase.com/mpceditor/