Although I'd have to check, the original SPD-S CD should come with all of the original internal memory sounds. However if you had your own patches, loops, settings and customized WAVs then they are probably irretrievable.
If you ever did a backup on to a Compact Flash card you can restore from that. From your post title I'm guessing you did not but I thought I'd throw it out there. I'd highly recommend purchasing a CF card to give you way more room for sounds and loops and for backing up to avoid this situation. They are relatively inexpensive on eBay and totally worth it.
I'd give a call to Roland tech support to see if they can help.