MPD32 is Just a Midi Controller. It does not have sounds. It cannot Sequence. It does not sample. You will need a PC or MAC to do all that and use it with a program like Ableton Live or Reason. You can also use it with Hardware Samplers like the MPC 500 or ASR-10, and Sound Modules like Motif, Triton etc...
The MPC 500 is all that in one in a portable form. Sequencer/Sampler/Midi Controller and comes with sounds. Not as powerful as using the PC but its enough to get your idea across and the job done.
"You guys should be making beats, not coloring". -Lord Toranaga