From Eric (04.12.99)
How to work with cakewalk and midi sysex data
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To use Cakewalk's sysex storage system you must have a midi connection
to your PC.  This is usually achieved with a "game port" connector that
features a pass-thru and two cords with midi connectors coming off the
case.  All you have to do is plug the cable that says "IN" into the
OUT/THRU port on the TubeFex and the "OUT" into the IN on the TubeFex. 
I've found that I have to turn the TubeFex on BEFORE I open Cakewalk. 
Then do the following:

   1:  In Cakewalk, go to "View/Sysx"
   2:  On the TubeFex go to the Global [MIDI] screen
   3:  In the Cakewalk Sysx window click on receive and select 
       <You start dump on instrument> and click "OK"
   4:  A small message window will open and tell you that Cakewalk is
       ready to receive.  On the TubeFex go to DP (dump preset) and 
       scroll up until it displays "ALL"
   5:  On the TubeFex hit the EXEC button.  You will see the byte count
       in Cakewalk's message window start to climb.  This does not take
       very long at all.  Once it stops climbing click "Done"
   6:  Cakewalk will place the Sysex file in Bank 0 by default.  Click
       on the file and then click on "Name" and choose a name.  I 
       usually name it with a date (i.e. tfp120499.syx).  Now click
       "Save Bank" and save the file wherever you like.
   7:  If you need to restore your presets, you will notice that the
       TubeFex doesn't appear to be set up to allow you to restore all
       the presets at once.  I thought I was going to shit my pants the
       first time I had to do this (it was an emergency!).  However, I 
       did find a way around it.  On the Global [MIDI] page go to LP
       (load preset) and scroll up until it says BUFF.  Use the Sysx
       screen in Cakewalk the same way you did to save the info but
       click "Send".  You may notice the the TubeFex looks like it's 
       freaking out but once it is done, press the Play button on the 
       Fex and start scrolling up through the presets (under the U0 not
       the name) and suddenly they will ALL change.  It's very handy and
       much better than doing them one at a time.  If you try to do
       "Sets" instead of all at once your program map will come out 
       messed up unless U(n)=A(n) always. 

I hope this helps on the Sysex storage issue.  As far as transmitting 
patch changes via a midi file, you can use a Cakewalk file to send patch
changes wherever you need them.  At the point in the song that you want
to transmit a patch change go to "Insert/Bank/Patch Change..." and
select the channel that you have the TubeFex set to receive on.  Then
just put in the patch number (0-127) and POW it changes every time.  You
can do this for every instrument that uses MIDI patch changes.  I was in
a band where we did some sequencing and we changed all our patches AND
switched the lights via MIDI with a little box our bass player made. 
Also, since our drummer used an Alesis D4 trigger module we could use
the midi output of the Kick and Snare drums to Tap the delay tempos. 
There were a few adjustments that had to be made but once we got it all
together it worked really well.  I also made a midi "Y" box so that I
could use my foot controller if I needed to override the sequencer's
patch change data.  It was really cool to be able to just stand there
and play without having to switch any patches all night.  It made me
feel like a "real" rock star!