Each of the factory voices and Programs are made up of three sounds + second voice. Your 'Program' button in reality accesses your USER VOICES. These are all editable. Simply press PROGRAM -> Edit and you will see how a sound is made up. Several pages are available where you can alter the voice and do all sorts of interesting thing (for example assigning the voice to aftertouch or a limited zone of the keyboard) You can even change sustain pedal setting (eg Leslie speed. Wah pedal). Of course there are all the normal voice editing facilities there...as little or as much as you wish to change.
If you want to modify a factory sound and save it to your user sounds (programs) simply press and hold the F button next to the display that corresponds to the sound. This will open up the edit page.
Once finished it is good practice to save the User Voice to disk (User Data folder). You can build up quite a selection of your own sounds this way.