Go to the post,  in the top right of the post is a box with grey starts in it.
 
Decide how many starts you want to award and click.
 
 
Ed: Bah,  beaten to it again!!

Ok, done it , thank you.Hope it will be done

I don't understand why Sound on Sound did not work??? And you can set automated punch in/ outs. 
And it's called a midi track. A file is a storage of data. 
 
You can record a new track below the old one and set it's output to the same soft synth and the results are the same as far as playback and exporting a  mid file goes. Merging all the data on one track is only better for visual editing. But that easy as well. Copy paste.  

As it's been said very well in this post : http://forum.cakewalk.com/Auto-merge-of-Midi-when-loop-recording-m3147500.aspx
if I want to record some layers of strings or drum parts playing first the bass drum then in the same track snare and than hats etc , it's a nonsense having different layered midi files on the same track: if I need to shorten a part taking the right edge of the midi file to the left I have to do that for all midi layered in that track etc etc .
It could be easier having the possibility to record in merge mode in a unique midi files: it's something that all major sequencers have .
 

It definitely should be something that is implemented, but it needs to be a toggle to opt which way you do it. It's nice to be able to say, "that last pass was wrong, delete" or "those hats need to be shuffled, quantize". I can't play a piano solo to save my life, but sometimes I will make 3 or 4 passes at it and slowly build it. It makes undoing portions of your track easier if you get most of it right , but want to isolate and edit your last pass. Then just bounce it all together.

Could this possibly be done with take lanes?

MIDI clip merging/consolidation can easily be done manually after recording in Sound on Sound mode, but what users are wanting is a recording mode that does it automatically.
 
I'm looking forward to the first post titled "Eeeek! How Do I Unmerge MIDI Recorded Yesterday?"