The Midi program change was designed to select just 1 voice on whatever channel it was sent on. (It also sends any other settings for that voice, IE Reverb etc)
If you try and change a total preset with this function on the same Midi input, it will confuse the hell out of the keyboard.
In the end you either need to choose one or the other, (Some keyboards allow this) however if you need both than you really need a separate Midi In for each. (Other ways are available in a limited sense, but unless you really know Midi they are best left alone)

Bill