recording a played phrase from module to mpc

hail I, ppls tell me, i got a module kooked up by midi to my mpc, played by a keyboard, is there anyway of recording that phrase( audio) into the mpc, and store it onto my zip, initially i wanna have like 4bar loops of phrases i played eg piano, bass, guitar, and have them for when i go to the studio, so i dont end up walking with my modules. what i normally do is record into cubase, with loop mode off, and save it as a wav file, jusr wondering if there was any other way.
cool ppls yu dun know Ia, is all about the music zeeeen!!!!