Hi Fowl,
Protools does not support Midi Sample Dump. You will need an application that supports SDS transfers. I no longer use Windows machines, so I'm not sure what will do the trick on that front. I believe Sound Forge still supports SDS. There are likely free utilities as well. Google will be your friend there.
On the Mac, I use DSP-Quattro for the simple fact that it was the only app I could find a few years back that could do the trick. I don't recall having tried it with my EIIIxp, but, I use it quite often for my Emax I/II and SP 1200. Works very well and is a serviceable audio editor as well.
You might also try C6. This is a sysex utility created by Elektron for loading user samples into their supported products. It is freely available and may work. I tinkered with it once and found it a bit tricky. I don't have any real experience using it for SDS with E-mu samplers.
C6 can be downloaded for free from:
http://www.elektron.se/products/machinedrum-uw?section=downloadsHope this helps....
-trevor