Using Roland Xp-30 as an Control Surface

I've been a Sonar user for some time but never got into the midi aspect of things. I have a Roland Xp-30 Keyboard and want to use it as a control surface but have no idea how to do it. I've watched the videos on youtube but didnt help me much.

I have a UA-25ex Sound Card and the Xp-30 is connected to it.

I would also like an easy way to use the sounds on my xp-30 to record. I have a couple expansions cards i want to use the sounds.

Forgot to mention that I'm using Sonar 8.5 producer edition.

Thanks.