Yep Keith is correct. The way to integrate various bits of midi gear is to utilise the transmit/receive switches, usually represented TX/RX. Or if your controller can do it , ports.

From what I have heard the midi spec in the sd2 is pretty basic, but it still should have this ability. Just check in the SD2 manual for the procedure for the SD2.
If it doesn't you will need to restrict what it receives from your other device/s.