Scroll presets with control surface?

It seems like it should pretty simple to dedicate one of the knobs on my control surface (an Alesis QX25 keyboard) to scroll through presets in a VSTi, but I have no idea how to go about setting that up. Has anybody done this, or have any suggestions on how to accomplish this?

I guess you're probably right; I was just being optimistic that there was a way to do it. Thanks!

There are functions available in the global area to "Increment/Decrement Plugin Preset" in Preferences > Customization > Keyboard Shortcuts. They may be bound to a MIDI keyboard or possibly using the controller software written by user azslow3 (I have no experience with the controller software). These functions use the Cakewalk Preset Manager as the preset source.

There are 2 types of "presets":
 
I. When you save a project, you want all VSTs save there "states", so when you load the project again the state is restored and you get exactly the same sound as before closing the project. In Sonar (and other VST hosts) you can save this "states" for particular VST independent from the project (but using the same machinery). These are called "Cakewalk Presets for VSTs". These you see, can save and change on the top of each VST window in sonar, that part comes from Sonar and so it is the same (!) for all VSTs. "Next"/"Previous" in keyboard shortcuts (the same for Control Surfaces) operate with this type of presets (only). Scook has posted links to Sonar documentation about that functionality.
 
II. Almost all VSTs have own way to save/load own state. They exists when you see some (custom for every VST) "preset selection" part in the GUI. There is no standard way to change these presets, so DAW can not provide an universal way to do this.
Many (but not all) VSTs support "MIDI Learn"ing for "Next"/"Previous" own buttons. Check the documentation for particular VST for such possibility (some have fixed MIDI assignment, so you can not learn but you can configure your controller to send required messages).
 
Recently 2 approaches hit the market:
a) one from Native Instruments. They have introduced an addition to VST convention, which allows browse and select presets of type (II). They support the method in own VSTs and many VST producers also have "joined the club" (the club is private, that convention is proprietary for NI).
b) another from AKAI. They have introduced VIP. They use presets type (I).
 
There are 3 major points why people mention and propose VIP over build-in Sonar way (both use the same technology):
1) VIP manage presets much more sophisticated way. In Sonar, you can not make a structure for presets and you can not put presets for different VSTs into one list.
2) AKAI and its community have prepared complete lists of presets. CW and its community have created... no preset lists at all.
3) AKAI and its community have prepared reasonable control mappings. CW and its community have... you can guess what 
 
Note that using NI has other benefits, thanks to special "integration" from many VSTs. For other VSTs they are using the same approach as VIP.