It is very funny that I am now answering my own questions. There are two ways to do that and both have their own advantage.

1) go to master trak, insert a song performance at the location where the song change. Save the list of songs and other editors to that particular song performance.

2) go to the microsopic edit for a particular track and insert a program change to change the sound to whatever you want. This way, you have to do it for each track...