First, you MUST have the orchestral ROM installed in your PC2 for the GM bank to work.
Then, there are two ways you can load this:
1. Load the GM bank into ROM. The orchestral bank will not be available on ROM (but can load them into RAM). A hard reset will not wipe out the GM sounds. This requires you to go to the boot loader and load the GM operating system file via MIDI. This can take 15-45 minutes.
2. Load the GM bank into RAM (user bank). A hard reset will wipe out the GM sounds but not the orchestral sounds. This simply requires you to go into normal operation mode and play the GM file, the sounds will automatically load into the proper bank. This usually takes about a minute.