Loading the rest of the content helped a lot. I got a couple of funky horn patches to come up just fine!
I still have a problem with the 'studio horns' patch. When I load it, I get the error:
EXS24 instrument “Horn Section.exs”:
Audio file “YT-BRASS TTS FA G3X01.aif” not found!
And the patch does not work.
I don't know if everyone has this problem or just me.