Hi Dave,
If I understand what you dragged and dropped onto the bootloader drive correctly, it sounds like you dropped the incorrect item. The precompiled examples are to be programmed onto the KE02 which is done from the normal mass storage device. When you are in bootloader mode, you are programming the K20 (processor for the debug circuit) and are expected to drop a CMSIS DAP program, or PE Micro OpenSDA program, or Segger J-Link OpenSDA program onto that drive.
So to fix your issue, you need to drop a CMSIS DAP, PE Micro OpenSDA, or Segger J-Link app onto your bootloader. Then power cycle the board and you can drop one of the precompiled examples onto the mass storage device (NOT the bootloader).
~Chris