Can you program little "snippets" of music on your synth? Little loops?
Midi does two major things:
1) transmits messages that says "This Note at THis Volume"- for example "Play Second Space C at 75% of full volume).
Basically, its like "electronic sound"- instead of a cord from your guitar to an amp sending sound signals, your keyboard can send "sound messages" to a computer for storage. The computer can then send this message back to your keyboard, and your keyboard will make a noise. Repeat until you are playing "Ooops! I did it again" on your keyboard. (joke!
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2) MIDI can send a clock to sync everybody. Midi can also send "start playing" messages along with this. For machines that are semi-intelligent (like a drum machine, which has programmed patterns, and songs which are patterns linked together) they can understand these messages and start going.
Basically, its like a metronome from the MR8 that a drum machine (For example) can understand. This way everybody can play together.
Chances are, your synth does #1, but not #2.
The MR8 only does #2, and not #1.
Does this make any sense? Write back if you have any questions.