There are any number of ways that you can handle this... each MIDI device can be assigned a DEVICE number... once this is done, you can direct a track to send information to that specific device.

Or you can turn off certain channels. In my setup, channels 1-5 are reserved for my Korg Gear, 6-10 are reserved for my Yamaha gear and 11-16 are reserved for my Roland gear.

I turn RX MIDI off for the channels that are not used. I also make sure that these TX/RX channels match my MIDI channel for simplicity.

Hope this helps.