you could also take the pre-rig-manager-way:
1.Go to the first empty performance slot of your actual performance (in performance mode).
2. Use the right scroll knob above the display. It will start browse mode.
3. Pick the rig you want to include into the performance by scrolling through all of your rigs (or just a subset you defined beforehand).
4. Press the load button of browse mode. This will bring you back to performance mode with the new rig in place.
5. Store the updated performance for safety.
Now repeat these steps for the next free slot of your performance.
Even though I use rig manager quite often I like to build performances the old fashioned way.