I finally managed to get control over the S03 using a program called Midi-Ox, http://www.midiox.com/. It's a little overkill, but it works like a charm - shows the MIDI messages transmitted in each direction, knows the standard XG settings, etc. It also lets you save your favorite patch/bank settings in a folder. It's a real nice diagnostic tool, bet it could come in real handy if you had multiple MIDI devices connected.

I'd still like to have a little simpler program optimized as a controller only.