Roland XP-30 w/ Cubase SX 2.0

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Sorry about the double post for those of you who also read this in the keyboard section, but it's only appropriate that I post my problem up here too.
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Hi, I've been using my roland xp-30 for just over a year now, and I want to record using cubase. The problem is, I'm not 100% sure how it's supposed to work. Right now, I've got the keyboard midi out going to a midiman 1x1 USB hub in, and back again, with a USB going from the hub to the computer. Is it supposed to be synchronized, so that when I change a sound on the keyboard, it will change in the software, and vice versa?

My 2nd problem, is I can't find a .xml device definition file. I had found one, but it doesn't work properly. It doesn't show the patches, banks, etc...

I really need help with this, I'm stumped. I've looked everywhere, and I just can't figure out. THANKS ALOT!!