you can only assign one sound to a single pad.
you can, however, have a sound on one pad, and also have that pad trigger two other pads with different sounds, resulting in 3 sounds being triggered at once. search your manual for "simult".
my xl is boxed up so i can't tell you specifics, but go into program mode, click on F1 to make sure you're in the assign screen, and then you have move the cursor to the play field i think? it's on the bottom left corner of the screen. it's defaulted to "OFF", but if you turn the wheel to the right, it changes to "SIMULT", and you'll see two new cursor positions where you can assign which pads you want the current pad to trigger. they're defaulted to "OFF" as well, but if you turn the wheel to the right, you can choose pads to assign.