I've had the "Save entire memory" function fail a few times. I've found this way to be super reliable. Go to the save screen, go to save all programs and samples, switch to yes for create new folder, title it, hit do it. Then select save all seq & songs, title it, hit do it. This automatically drops the all seq & songs into the same folder that you created for all programs & samples.
*** Here's a good rule of thumb...before you turn off the MPC, go to the load screen and ensure that the saved folder is there with the all & seq files in it, this will save yo ufrom banging your head against a wall when you load it up and find that no seq's were saved***