Hey man-
This is very easy- as I don't have one anymore, I'm writing this from memory so bear with me.
Once you press "SHIFT + 3" to take you to the "Load/Save" page, the last soft key should give you options or setup. (It will be the option after "Format") There you can set the default loading SCSI, Floppy, ATAPI, or Flash Rom location that your MPC will look in.
-Hope that helps...