Make a copy of the kurzweil.ins file in the c:\program files\cakewalk\cakewalk pro audio 9\sample data\ directory (or wherever it is). Edit that file in Notepad. Go down to below the [Kurzweil K2000 V2 ROM Bank 2]'s last entry and add this (it's about 1/3 of the way down):

[Kurzweil Contemporary Rom] or the bank you're adding
0=800:Sound 1
1=801:Other sound 2
2=802:And so on...

Continue this process for as many patches as you have. Note that the name of the patch does not necessarily have to match the Kurzweil's - this is simply for your viewing experience in Cakewalk. Save the file. In Cakewalk, re-import the K2000 ins file off this new file, and it should work.