You must send a program change on the same midichannel after a bank change.
So the step by step is:
Open a track in "List Edit"
Insert a CC00
Insert a Prg Chng aprox 5-20 ticks after
Remember that most Roland synths doesn't kill the decay/sustain of the old sound when you change the sound.
So if its possible change the sound before the beat where you need the new sound.
Actually if you put the pgr. chng. at the same tick as the sound, you could risk that the sound is played with the "old" sound