Hey,
I've been using SD for many many years now...you need to have two way communication in order to use it. The way SD works is by requesting all the patch information from your synth and storing it on your computer, then when you make an edit it sends the info to your synth. When the synth receives the edited data, often it replies to SD to let it know that the transmission was successful.
The Oxygen is not a good interface for this as it only has a midi out, but no way for data to go from the computer back to your synth.
Take care,
Nick