According to the owners manual for you Truck, The load button should be on the left side of the CD slot just under the eject button. I reccommend you look at page 50 of the 2010 Ford Explorer Owners manual 2nd printing!
Here is a link to the manual
http://owner.ford.com/servlet/ContentServer?pagename=Owner/Page/OwnerGuidePage&year=2010&make=Ford&model=Explorer
This is what it says on how to load
LOAD:
To load a disc into the
system, press LOAD. Select a slot
number using memory presets 1–6.
When the display reads LOAD CD#,
load the desired disc, label side up.
If you do not choose a slot within five seconds, the system will choose
for you. Once loaded, the first track will begin to play.
To auto load up to 6 discs,
press and hold LOAD until the display
reads AUTOLOAD#. Load the desired disc, label side up. The system will
prompt you to load discs for the remaining available slots. Insert the
discs, one at a time, label side up, when prompted. Once loaded, the last
loaded disc will begin to play