That's the easiest way I can think of, though you'd probably lose a lot of quality in the process.
I don't know if anyone has tried this, but I bet you could set up some kind of program to capture the data onto a device other than the DS wirelessly.
What I mean is this: DS-10 can connect to other DS-10s wirelessly to daisy-chain several of the synthesizers. This means that the data is being sent out in some form or another via WiFi. Theoretically, if one could set up their computer as one of those DS WiFi hotspots, AND had some kind of program to capture the raw data, AND had a program to convert the raw data back into Korg DS-10 form (probably by hacking the ROM), you could record the music from your HD. If someone pulls that off, it's probably as close to lossless audio as anyone's going to get.