MIDI with Roland XP-30

[FMarkow]

I recently bought the Roland XP-30 - great synth, sounds, etc. I also am using Cubasis, the entry level sequencer / recorder from Steinberg. I undersand, in theory, how MIDI is supposed to work. In practive however I am stuck! How can I get more than one channel at a time to playback? I can get one channel just fine. But if I record another track on another channel, I can't get it to trigger MIDI. I am changing the banks and prgrams on Cubasis to correspond with the XP-30, but it just doesn't work. Do I need to do something to the XP-30 to let it know which channel a particular should go to? The manual is, well, inadequate. Please help if you can!!