I'm not too familiar with the MPC2000XL, but I suppose it doesn't have enough memory to record a whole mixed track in one go, that is a better job for a computer or other recorder e.g. DAT or CD-R.
I thought the original question was about sampling the synth, which can work if you have the memory, but memory is tight on the 2000XL, right? Besides, my attitude in general is: if I have the synth in front of me, why would I want to sample it? Sampling is "freezing" the sound, like taking a photo. You can't do so much to it any more, a sample is never as flexible as the real thing.
You don't need to take a photo of the view from your window, do you? You can just go and look. In the same way, you don't have to sample a synth when it's in front of you, you can make it generate the sound live, using MIDI.
That's what I was trying to show with the picture, it's a typical live setup: note there is no Audio connection from the synth to the MPC. You don't need one unless you're sampling it, and you don't have to sample it if you don't want to. The audio comes together at the mixer, where you ... mix it. Then you record the full mix any way you want to e.g. computer.
So back to Villain's original question: by "playing a keyboard through the MPC" and recordng to multiple tracks, I assume you're talking about MIDI, because that's what the sequencer uses. You use the sequencer to record the MIDI to different sequences and tracks. Then you play the MIDI back, each Track set to send on a different MIDI channel, to match the Receive channels you set on the synth.
I pulled down the CS2X manual* and can see that it's 16-part multitimbral if you set it to "Multi Play" mode (Multi buttton). So you can send it up to 16 tracks (channels) of MIDI data and get 16 sounds ("Parts") back out, assuming you have enough polyphony for all that.
I hope I'm not telling you stuff you all know, but this is the Newbie Forum, we can't assume anything...
http://www2.yamaha.co.jp/manual/pdf/emi ... CS2XE1.pdf