Hey!! I damn well sorted it out myself..
I switched the local switch parameter to OFF on the XP-60 and then switched off the receive MIDI stuff like PG CC CAF PAF on the MC-500 and BINGO. I am so thrilled.
I will still have to sort out the other parts like getting everything into SONAR and also the Fireface 800 but at least I am part of the way. Please if you have any advice please let me know what it is ok.
Thanks and
Cheers for now.
Ken