Hi,
A couple of things I noticed in looking through the manual (I only found the 8.1 manual, but the concepts are probably similar).
-There appear to be about 5 banks of 128 sounds each, with the first bank (0) being the User Bank, followed by some preset banks.
-The synth responds to Bank Select controller 0 messages only, so you can ignore Bank Select LSB (controller32).
-It only responds to bank select messages if "MIDI ProgSl" is turned ON.
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If General MIDI mode is turned ON, the synth will ignore Bank Select messages (perhaps that's what your problem is). At the same time, the manual says that turning GM mode on will also turn on the MIDI ProgSl -- presumably this just allows it to respond to Program Changes when in GM mode, but it will still ignore bank changes.
-Since you can create your own set of Programs in the User Bank, perhaps you could make your own GM set there, so you don't have to be in GM mode to have the GM set of sounds available. The drum kits would be an exception here, because the synth probably only uses channel 10 for drums when set to GM mode.
-You can use the patch map available for download from here:
http://www.pgmusic.com/support_miscellaneous.htm