>>the sound of the first track changes to the one I picked for the second track, then everything plays back on that sound

But how are you "picking" the sounds for the tracks in the first place? Are you just dialing them up? Sending bank and program changes? How are you "picking" that second sound?

Also (and especially): check your channels, since the sequencer may simply be playing the same channel on each track. The tracks have to have different channels to play different sounds. Or rather: the channels need to be different to play different sounds (you can have all 16 channels on the same track but playing different sounds; it's the channel number and part assignment, not the track).

Make sure your two "performance parts" are assigned different channels.

You'll have to give us a bit more information before we can help.