This NRPN thing is a pain in the brain (eg it's *not* like good old recordable midi cc) but if you have a mac os x box then Numerology will do it for you.
Or... get the electribe esx1 (records more filter/fx params as Motion Sequences internally) instead, and avoid this nasty mess.
Or for PC
http://www.midiox.com/
+ rumors have it that Ableton Live 4 does it but I can't confirm
Good luck. (I'm going to get with the x-series electribes just to avoid midi arcana)
horseface