Saving the sounds from my program

So im having a really hard time saving things on my MPC.

Ive finaly found out how to save sequences. but when i save the sequence, all the sounds on my programs arent saved. Ive tried numerous saving settings and cant seem to figure it out.

Also, quick question. What would be the best way to integrate reason 3.0's instrument library with my mpc.

If someone wants to reply back, or get in touch with me on aim, that would be awsome.

thanks

-dominic