NEED HELP TRACKING MULTIPLE TRACKS FROM MPC2500 to PRO TOOLS

Im very new to this and Ive managed to connect my pro tools with my MPC2500 thru MIDI and Audio. However, I need help tracking multiple tracks thru midi to Pro Tools. So that way I dont have to track one track at a time. Does anyone know how to do this please help me.

Whats your setup? mbox? You can run at least 2 outs at a time with the mbox, or you can sync up your mpc via midi and use the midi to tell your mpc when to start playing.