When you change a pre-set (Which can have many parameters) and hold a key down, only the voice will stay the same, all the external FX parameters etc will change, therefore as Diki said, leave all external FX the same between pre-sets of a song, and edit the voice instead. (Most boards allow you to store a number of edited voice parameters in a pre-set, without having to create a new user voice for every variation)

Bill