The only way to do this at the moment is to turn off your SSP, put the card in your computer, go to the presets folder and copy a preset file to another file. For example copy 000.pbp to 001.pbp if you want to copy the first preset to the second preset.
After that you remove the card from your computer, put it back into the SSP and start it up, and then you rename the second preset on the SSP to whatever you want. The name of the preset is stored inside the preset files.
This is a good feature idea, feel free to add it to the SSP features category as a new topic.