To be honest, I sold off my JD-Xi last year and bought a Novation Ultranova instead.
The JD-Xi has a few quirks that make it unfriendly for sequencer work.
1) The channels for each voice are fixed. You cannot change the channel numbers.
Channels are 1 & 2 for PCM voices and 3 for Analog Synth and 10 for percussion.
There's no way to adjust these.
Secondly you cannot save individual patches except as full performances including step sequencer sequences.
Like I said, I ended up selling off my JD-Xi and trading it in on a Novation Ultranova, which is well supported under Cakewalk.
Gary ;)