These Samples already exist. Replace or Cancel?

sometimes when loading more than one drum program from expansion kits I get a message that reads:

Sample Already exist (0r something like that)
and the two options are cancel and replace.

What does each option do?

Only time I get a message like that is when I try to load Two SAMPLES with the same name...In the SAME Program. If I try to load the same Program twice, it'll say "This Program already exists". With NO Other Options.
You're probably loading Individual Samples with the Same name...Into the Same Program. It all depends on Where you're saving the Samples to. You can have the Same Named Sample in Different Programs tho.

Those expansion kits are probably full of duplicate samples too (just like everybodies commercial sample packs are). You're probably trying to load two drum kits that use the same samples. It won't hurt anything, you can load one, try all the sounds, load the next one, tell it to replace it and see if the original kit still sounds the same. If it doesn't then you've simply got samples with the same name. If it still sounds the same, whoever made the expansion just reused the same samples for multiple kits.

Using the same samples in multiple programs is common, I use it in my expansions when I want to offer alternate patches of a kit or instrument (e.g. different FX, different filters, LFO etc), or where I've layered together samples from multiple kits/instruments. However in all those instances I don't alter the core sample itself - i.e. the only changes are in the new program, e.g. different program parameters, different FX. So in those instances you can happily choose the 'replace' option without any problems as all programs just share the exact same sample.