Hi Music41,
I actually have an A-90 but the A-33 may be a subset of it.
I supposed you know where the buttons program change and bank change are in the A-33 but it's not working.
I suggest you verify the following:
1)Is the A-33 properly connected to the sound module (the cable connecting MIDI OUT of A-33 and MIDI IN of module)? Could you hear the sound of the module when played on A-33?
2)Are the OUT button of the A-33 ON(for the MIDI OUT where the module is)?
If not it will send no messages to the module.
3)Are the sound module disabled to receive program change/bank change commands?
You have to read the kurzweil mannual to able it.
If you don't have this problem and are just wondering how a Roland product will interact with Korg and Kurzweil manufacturers, don't worry about it. The MIDI specification covers most of the protocol and the only commands that you may not send are related to program a patch of the module by the master keyboard, but once programmed, you will have no problem to play the module, change the sounds or include modulation, pitch bender, reverb or chorus.
Regards,
Fernando