what you mean is called "midi dump". a lot of keyboards are able to do that. in most cases it works this way:
1. connect the midi out of your keyboard with the midi in of the mpc.
2. make some empty bars with your mpc before the song really starts. when you do "midi dump" with the keyboard (search the manual on how to do this) it sends its setting converted to midi data through its midi output.
3. record this midi data at the empty bars before the song starts.
you have now all keyboard settings stored at the beginn of your song and don't have to load it at the keyboard. the mpc does that for you, whenever you play the "silent data" at the beginning of the song. just keep in mind, that the midi out of your mpc has to be connected to the midi in of your keyboard.
i hope this works for you,
florian