I am using a sound in Dimension Pro called Les Paul Overdrive Solo With Delay. My problem is that this sound does not have modulation using the modulation wheel. Anyone know how I can program this into the Dimension Pro settings to make this happen?

open up the modulation matrix (button up at the top right) and assign away by the pad, etc.

I had to figure this out to answer this as the help was of little value. 

Try this: 
1) In the Modulators section, select the pitch button. In the LFO section on the right, click on status to turn the LFO on. 
2) At the top, select the MIDI Matrix button. The first source should be CC 1 (Mod Wheel). Change the Destination to Pitch LFO Depth All. Change the depth to 80 (you'll have to tweak this to your likeness, but this will get you started). 
3) Play your keyboard and when you move the ModWheel, it should kick in the modulation. In this case its varying the pitch slightly. You could also use it to vary the frequency of the note or the panning, etc. Its powerful stuff. 

Thanks for all you help. The suggestions worked. Thanks a million. 

@ Thanks for the information. I just wanted to add that Dimension Pro seems to default to activating the AMP button on in the MODULATORS section toward the bottom of the DPro GUI. To turn on the pitch LFO I had to click on the PITCH button first.
 
Of course, the actual settings for the MOD wheel depend upon many things -- personal taste, tempo of the song, making it sound "real," and such. But, just for any help it may give others, here's what I ended up with for the les paul overdrive solo instrument:
 
In the MODULATORS section of the DPro GUI, I clicked on PITCH and clicked the LFO Status Off indicator to On. Opened the MIDI Matrix and followed your instructions -- right clicked the Source triangle and chose MIDI CC > CC1 (Mod Wheel); right clicked on Destination triangle and selected Pitch LFO Depth All; clicked on Depth and dragged to 80.
 
From there, I ended up changing the MIDI Matrix Depth to 30 with a Smooth of 7.0. The higher the smooth value, the slower the effect comes in.
 
I also clicked on Freq in the PITCH LFO section back in the DPro GUI and dragged it to 4.00. I wanted the frequency to change right away. If you want the frequency to start slow and move to your desired final frequency, you could Add another CC 1 entry in the Source column of the MIDI Matrix, choosing a Destination of LFO Freq > Pitch LFO Freq All and changing your Depth column entry to the desired frequency (in my case, 4.00).
 
I like DPro, but I'd love it if it had four discrete stereo outputs :-)
 
Hope this helps someone.
 
Bobby