The KP3 is an amazing little piece of gear. You made a terrific purchase. The sampler on it is just a breeze to use in a live setting and you can pull off hours of improv with it. I used to work at a music store and during the dead hours (that is... the entire day... who the hell buys a 5000$ piano at 10 in the morning?) I'd plug a few synths into a mixer, hook that up to the KP3 and jam the entire day away.
One thing you'll want to do is save your own presets in the little buttons up there so you don't have to sift through the 400 millions "meh" effects in the machine. IIRC (it's been years) you can also save your finger's position on the pad so that when you recall an effect you can have it set directly to where you want it.
Also, dumping samples to a new sample is super useful. The mix can get muddy if you do it too often and end up with 94 tracks mixed into a single sample but still.
One thing though.. it totally sucks at loading/saving data. You have time to raise kids by the time it's done loading something. It's ok in the studio, but live its kind of pointless.