I think I've sussed it, I've discovered you have to save each midi track as a 0 midi file because audition will not explode/dissolve by channel and split the midi into separate tracks.
The midi files can then be imported. You then have to map each track to the corresponding midi channel and assign the sound module that hosts the midi output, in my case Terratec DMX 6 fire, M-audio 1814 or Terratec phase 88. I'm going to give it a go at rehearsal tonight and see how it goes.