Ron,
For starters, connect a MIDI cable from the MOX MIDI "OUT" to the T4 MIDI A "IN". You don't need to connect the second MIDI cable for this.
The MOX is probably okay if you set it to Voice Mode.
On the T4, go to [Function]->[MIDI]-> [All Parts] Receive Page and set Channel 1 to "Keyboard". Then Press "Exit" once only and Tab to User - below you will see the "SAVE" button light up and press it and save this setup to the User Area and name it MOX or something like that. If you don't save this setup, the T4 will revert right back to the old setting when you do just about anything else on the keyboard or for sure when you turn it off.
Now this setup will make your MOX the same as playing the keys on the T4 - the split point will be on the key you have set in the T4, you will still have to turn on the LED's for the R1, R2 or R3 just the same as if you were playing the T4 keys and also the same is said for using the styles.
You will also be able to select a voice on the MOX and blend it in with what your playing on the T4.
BIll G