I just got my first synth. A Roland XP-60. I don't think I have a good understanding how parts differ from tracks. Everytime I build a song and I save it with "SONG+SOUND" option defaulted, it doesn't save the instruments that I use to program it with. Everytime I reload a saved song, I have to go back and manually put the instruments back in. The notes and drum sounds come up. But piano, bass, strings, etc I have to put back in.

What am I doing wrong?