We've had a few people ask about the bridge set up on the new PRS-1S. People have seen that there are only two holes where the saddle would go and no holes for the bridge. There are, however, six holes, through the body, where the strings go. This is commonly called "string through".
The kits comes with two sets of 6 "ferrules"; one set go in the back of the guitar (and hold the ball end of the strings) and the other set (which are knurled) got in the top of the guitar. So, the strings go through the back, through the small ferrules at the top of the guitar, over the saddle and to the machine heads.
I've taken some quick snaps to show you how these ferrules work. Note: I have not pushed the one at the top all the way in...
Front of guitar (small ferrules)
Back of guitar (larger ferrules)
Trust this addresses anyone's concerns.