I just read the owner's manual and followed the instructions on the Edirol PCR M80. It was pretty easy, once it sunk in.
Basically, you set the midi channel on both units. The foot pedals default to sustain and expression, so I didn't set them. Then you find the sounds you want and set the program change on the controller. The program changes only apply to the current bank of sounds selected on the module, so you then can set bank change commands to access other banks of sounds.
You do the same for other commands, such as intro-ending, etc.
Not as hard as it sounds.

DonM