Doh! I looked several times to see whether that was mentioned!

I read

Navigate to Rush/Hemispheres/La Villa Strangiato (perhaps using the quick menu trick above). With the song name highlighted, press and hold the bottom button on the faceplate. Another menu will appear, giving you the option to Insert, Append, or Replace.

The text you quoted was from the preceding sub-entry, which a reader may have skipped on their way. Perhaps change my suggestion to "(or using Rio remote - see above)" or something.