I took this from the Digidesign website a few days ago. It's a response posted in the answerbase and it works for the 4000 as well - just make sure that under "MISC", the option of "SYNC:ON" is enabled.
Here's what the answerbase wrote:
Configuration of Pro Tools and MPC-2000 for sync using Midi Beat Clock and Midi Time Code on Mac OS X.
1) As of this writing MIDI Beat Clock, although not providing positional information, is the fastest for lock up. The following setup is for both MTC and Midi Beat Clock. (when using MTC provide a bar or two of pre-roll)
2) With Pro Tools LE version 6.x, you'll need an interface with MIDI capability such as a Digi 002 rack or mixer, Digi 001, or third party MIDI interface.
3) Verify that there is a device created in AMS for the MPC 2000; double click on this device to insure that both receive and send for MTC and MIDI Beat Clock are checked.
In Pro Tools:
1) go to Setups > Peripherals > Synchronization > Generic MTC > port = DIGI 002 (or, other MIDI Interface of choice)
2) Go to Midi -> Midi Beat Clock -> make sure boxes for Enable Midi Beat Clock and MPC 2000 are filled in.
3) Session setup > Frame Rate =30 and MTC to port = MPC 2000
In the MPC2000:
1) go to > MIDI Sync> Frame Rate=30, MIDI Clock (stands for MIDI Beat Clock; Choose either MTC or MIDI Beat clock here), receive MMC=off, Port 1 (There are 2 MIDI INS and 2 MIDI outs on the MPC 2000; VERIFY the MIDI cable going from the MIDI interface into either MIDI IN Port 1 or MIDI IN Port 2 corresponds to the Port selected on the MPC 2000's Midi sync menu)
7) press PLAY on the MPC 2000 (it will wait for sync from Pro Tools

press PLAY on Pro Tools; it will trigger the MPC 2000.
Midi Time Code is not absolutely necessary, but will ensure tighter lock over time. For general beat sync, use beat clock.
I come from the Cold School...