Dude, I had the same problem with my XP60! Plus a few other problems like the drum track triggering other tracks. Anyways, here's how I do things now: I basically do all my sequencing on the XP60, then I save the song as a midi file onto a floppy. I then import the midi file into Cubase (which is what I'm using), and use the "remix" function. This essentially mixes everything onto tracks as if you recorded it in the program. Then I import my audio tracks, yada, yada yada.
I don't know much aboot Cakewalk, but perhaps some of the features are similar to Cubase & this technique might work. Hope this helps you somewhat
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"Jim, Chekov's got your pants on!"