yes.. you need a mixing board and lots of external effects hardware
But....what he wants to do is sample the sound he is playing on the MPC,
with the MPC.
Another way is to use a delay with the longest setting it will give you. Have that after any other effects your MPC sample is going through. Play your sample on the MPC, then switch to SAMPLE mode & sample the sound that is being repeated through the delay. However, you need to make sure that you turn the volume of the MPC off when you do this sample, either on the machine itself or on it's mixer channel. If you don't you will get evil feedback noises.
Basically you are using the delay like a second sampler....... this method is not recommended unless you don't have a better method of recording.