Every once in awhile, someone posts something about downloading piano sounds into their digital piano. Is there a thread to the instructions on how to do this or can someone comment to what one needs to do in order to download sounds?

In general, you can't just download new sounds into most DPs. What you can do however, and this applies to pretty much all DPs, is use them to control sounds on your computer via MIDI connection. That way, if you purchased appropriate software (like Cakewalk's Sonar for example), you'd effectively have a bunch of sounds at your disposal.

I've read about people making or downloading "patches" for their Roland keyboards. I'm not sure if it's a digital piano thing or a synthesizer thing. I would guess synthesizer.

If you Google this topic, there are some tutorials and guides that pop up.

Patches are just a combination of the settings already in the keyboard. There are no new sounds (samples). Some keyboards can be expanded with expansion modlues which add new samples and patches.

The term "patch" comes from the early days of synthesizers when part of the process of creating a sound was done by connecting the various sections of the synthesizer together with patch cables.

OK, thanks for the explanation. I appreciate it.