I'm pretty sure this is incorrect. Are you referring to the DUMP menu under the MIDI section? If so, that is a sample dump. It allows you to transfer your samples to an external device and back. I see no practical use for this feature in today's world where samples are always moved around by disk or directly into a computer.
If you are trying to receive a MIDI dump from an external box, all you have to do is record it in a regular sequence. I do this all the time for synth patches and synth settings. The external device is simply sending MIDI data (usually sysex strings), so you just have to have a track ready to record it just like you would record notes off of it. Then when you play it back to the box, it performs the send. Some devices will automatically take in the data, some will require you to get it into a receive mode to read the settings. It is usually best to set the sequence for a slow BPM otherwise you risk MIDI overflow.
It sounds like you are trying to send everything from the Micron. There usually is a method to save just the patch you are working on, but I'm not sure on that one, so go for the manual.
