The MS2000 is EASY to get to work with Cakewalk. The patches are actually organised with NO bank select, just 0-127 for the patch numbers. Due to the fact that you're probably going to overwrite the factory set patches in short orer, I just created an instrument def, with the controller list using just the A01-H16 as the names of the patches.
As far as MIDI implementation, everything will initially be sent via the Global MIDI Channel. This is by default set to Channel 1. When you're editing your patches though, you can set separate channels for each of the two possible Timbres. This allows you to send different controller messages to each Timbre on that patch.
Interesting hickup I've found: You can sync it to external MIDI devices.... except if you do this, the Mod Sequencer doesn't work. And... if you try to sync, oh, say, Cakewalk to the MS2000, Cakewalk waits for the "Start/Play" command to come from the external device... which the MS2000 doesn't output.
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Seth
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Seth