Roland grooveboxes plain suck, the best thing you can do is put it on ebay and you might get still 50 bucks for it and go for a drink. I would prefer the free synth synth1 in combination with free samples, together with a free sequencing program anytime.

Anyway, I've used the 505 for a while, that one could send midi data from most parameters, unlike the 303 which is very limited in midi. You should check the manual to see what knobs can send midi data.
For using an external sequencer you simply assign the right midi output and channel in your sequencer and you can use the 8 parts of the 303 in your computer.

Importing patterns is impossible afaik.

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Yeah, bulk dump is possible, like you said, shift and some key (I think it was one of the last keys on the right of the keyboard), then around the jog dial you navigate to the right dump. But you have to understand what a midi dump is, it is merely some sysex data that only makes sense to your mc 303, not some kind of magic transformer to import everything. You can backup sounds, patterns and the whole internal memory with the 505. I'm not aware that there is some kind of way to "import" patterns like it sounds you want to do. What you CAN do is sending a part to external midi. This was also a shift + some key function. This way you can record your masterpiece patterns in your sequencer.

And don't understand me wrong, I had GREAT fun using it but you just won't get any far with it if you want to use it for trance.

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