Hi Chuck,
I think the reason that you are only hearing one instrument is that at any one time, you can only assign a single sound to a particular track. You cannot have a track assigned to both Sax and Trumpet sounds
at the same time 
If you have a look at the Mixer page in the sequencer, you will see that each track has a particular single sound assigned to it. If you reverse the assignment of your sounds, ie Sax in RT1 and Trumpet in RT2 and then repeat the operation, you will probably find that both voices are then Sax

If this is the case, and I haven't tried it, then it would seem that when you merge the two sounds, the RT1 voice takes precedence.
Basically, if you want the two different voices to play together, the simple way to achieve this is to just leave them un-merged.
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Willum
[This message has been edited by Bill Norrie (edited 01-08-2004).]