can someone tutor me in program change

ive been using samplers for almost 8 years from the s950 to the s3000 now i have the mpc4000 and thats it.. but i never used or knew how to use midi program change can someone explain to me program change and how to use it... mind you all i use is the mpc4000 and thats it for now cause ive been making tracks with out using it and still making hot tracks but i want to know what it is and should i be using it

i know this is a for biginners question but can somebody give me a little help..