I'll risk shoving my foot a little deeper in my mouth.
Which model Dr. Rhythm do you have, since the number of indvidual outs varies.
My DR-770 only has one but I think it's predecesor,
the DR-660, had two. I'm not sure about any others. If you're just using the drum machine (no MIDI) then you're limited to the number of outputs on it. In my case I can get three outputs - Left, Right, plus the one Individual.
I don't use MIDI, but maybe something like this would work. If you use a sequencer to record separate tracks for kick, snare, and the rest of your set (or however you want to break out the individual drums) then you might just be limited by the number of tracks on your mixer/recorder or the number of tracks you want to dedicate to the drums.
Any MIDI experts want to comment on this idea? I may be totally wrong here, or only partly correct. Hell, I might have even made a lucky guess. I expect to be recording on a PC soon and would like to try doing drums and keyboards with MIDI, so I'm kind of curious what anyone else has to say.