I have recently bought an XP-30, which is my first serious synth, and so am very new at tweaking patches, etc. Can anyone point me in the right direction to create a brass patch that has a drop-off? What parameters does it involve? I've been right through the manual and fiddled with various sounds, but nothing so far.

Hi friend, I don't have a XP30 but I have some keyboards of Roland. Look up a wave or a Patch named "Brass Falls" and enjoy your self...

Good Luck !

I have looked for a patch or a wave called "Brass Falls" and it doesn't seem to exist on the XP-30. Any other ideas?

You either use the pitchbender or the pitch envelope

Niels is right and while you may get fair results using the wheel, your best results will come from playing around with the pitch envelope, the release portion in particular. Find a horn patch you like (preferably a stab), solo a layer and head straight for the envelope.
BTW, developing an understanding and working knowledge of envelopes is a good place to begin learing how to tweak. Have fun.