"Save + Active/Desactive saved loops" SSX-2 on PERFORMANCE mode

Hi dear,
I know i can save loops in PERFORMANCE MODE as HOT CUEs (explain in this link) 
but also need to active or desactive these saved loop during PERFORMANCE MODE.

So, I saved loop in my HOT CUE and then I try to "active loop" using "shift + autoloop" but RB shows a message: "There is no loop in memory list" (aprox) so if saved loop is not in the memory list i understand i can't active or desactive stored loops. Is it correct?

How can i add hot cue to memory list during the mix?

Thanks

Cheers