MIDI sending to pro tools, but wont do multi tracks, !?

[hifidiaries]

Hey there im brand new to the forum I have a Korg Tr-rack keyboard, and am using Pro Tools LE. I connect the two with a midiman 2X2 and am using the mBox mini from digidesign for my interface. THE ONLY thing i can't get to work is changing the sound from one midi track, and having the others stay on the sound or bank they were previously on! Ill choose a sound i like in the keyboard, protools is connected so it confirms the name and postiion of the sound i chose, and ill record it to a midi track. Then ill click on anothe midi track and pick the sound i want. The first track now changes to the second as well as the second! and so on with however many tracks i use! they all keep changing to the same sound! HELP!! i should add, that when i for my input i have the kork tr seldicted and for my out put also. I try to select the midiman and assign it to a diff channel but then my options on keyboard sounds disappears to assign to a track.

WHAT i think i need to do is change a seting in the TR, from like omni to multi, so it will send multiple tracks to the computer, or atleastremember them. ANYHELP! i read the manual, and can find nothing, most likely becuase its too complicated for me to understand.