I know the problem you're talking about - I used to own a 2000XL prior to my 4000 and I suffered the exact same problem. On the 2000 there was an option to set the 'sample' to have 1 slot of polophony (ie: eg: you could only trigger it once - which helped to eliminate such double hits).
However, I don't think this option exists on the 4000 (or at least I haven't found it yet

- my only advice is to hit the pad square in the centre and avoid using your thumbs....
sorry I couldn't be more help!