you can but you have to use a computer or an external sequencer as interface. using the local-thru-remote options of both synthesizers (assuming the non-xp-machine has those options) you can trigger sound from
A: both synths at the same time
B: one of those synths
C: neither (okay, okay, i was just being thorough)
since this is not what you want you have to us an sequencer with 2 midi ports or a computer to which you can connect at least 2 synths.
You can use the external sequencer to setup tracks. those tracks can be independently addressed to specific ports and devices. Echoing midi information on such tracks (often called midi-thru function of the sequencer) + turning of the local option on your XP will give you the desired effect.
There are of course more options then just midi ports to connect those midi devices of course but this depends on the device. For instance, my XP-30 can connect to a serial pc-port. some other devices can connect to a USB port.
hope this was of help to you
Bas