Apple Logic Pro /LogicExpress Discussion

I'm new to Logic Express and have been doing quite a bit of online reading, trying to get 
things set up.  I have a PowerBook G4, Logic Express 7, and a Roland RD-700 piano.  The 
Roland keyboard has MIDI in/out and audio out which I've connected to my computer 
using a MOTU FastLane and M-Audio FireWire Solo respectively.  I realize the keyboard can 
function as a controller (using the sounds that come with LE) or as a sound generator 
(using the internal sounds).  What I'd like to do is to use Logic Express to compose, 
sequence, arrange, etc songs using the sounds from the keyboard.

Now, I know that I can change the sounds for each of my tracks by using the keyboard 
itself, but that gets kinda tedious - especially if I'm changing them often to see what 
works best.  What I'd like to be able to do is to use Logic to change the keyboard's 
sounds...  but how?!

I've done some online research, and here is the sum total of my knowledge:
- I know that my keyboard is a multi-instrument and that it appears in my Logic 
Environment
- Each multi-instrument has 16 sub-channels which share the 15 banks assigned to the 
MI instrument, and that each bank can have 128 preset names
- I know that each of the sounds in the Roland RD-700 keyboard is described by a unique 
combination of MSB, LSB, and Program Change numbers
- I've already copied from rolandus.com a list of all the sounds and their MSB, LSB, PC and 
I'm ready to paste it somewhere in Logic... but I'm not sure where/how.

And that's about all I've got.  I have a feeling that the answer involves using Define Custom 
Bank Messages somehow, but I haven't found any clear instructions on how to do so.

If you can kindly reply, please try to be as specific/detailed as you can to help the 
beginning Logic user.  Thanks so much!