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LoL... we warned you 
A groovebox isnt really in the same category as a dedicated hardware synth. Even a cheap synth like the Micron has deep programming capabilities that put your average groovebox to shame. Just one oscillator on my MicroQ would make even the most lavish MC505 patch pack up its shit and get out of town. Theres a reason why you get all those featues in boxes, because they are all fairly cheap and generic and shallow in terms of programming.
But I wouldnt advise going out any buying more hardware just yet. Even a hardware synth is going to keep you very busy in software with editors sysex librarians, controller assignments, midi routing and you'll always end up sequencing on a computer. So if your feeling confused by all this shit, then leave hardware alone for a while.
I'd say get Reason and read the manual, cos its about as intuitive and as accessable as music production gets. You can probably use the keypad on the Korg to trigger in reason. It wont feel quite as good as a real keyboard, but you've spent the money on it, so you might aswell use it, plus I'm sure all those knobs transmit midi, so it will be a good control surface too.
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