Saving and loading midi into mpc

Whats up everyone, I plan to buy a midi keyboard and sound module. Had a question about it.
When I play a sound on my midi keyboard thats synched to my mpc, how do I save and load these sounds back up. Do I have to turn my sound module on and load the same sounds again everytime I want to play the beat? or is it better to just sample the sounds from the module into the MPC?

Any help would be appreciated!

Save within the module. Now all u gotta do is load up the saved sounds in the module and the sequence in the mpc and u back to business. Thats how i do accept i save within a keyboard. Same thing though.

thanks for the tip!