Hello DLA23 and welcome to these forums. You'll find many helpful people here and a lot of useful information. Make sure that you:
Two ways (at least):
(a) In the MIDI Editor / Piano Roll View
-- display the Bank/Program Select lane,
-- double-click over the event to open the dialogue,
-- select "Event properties",
-- edit the Program or MSB/LSB numbers.
(b) In the MIDI editor / Event List view
-- double-click over the event to open the dialogue,
-- select "Event properties",
-- edit the Program or MSB/LSB numbers.
And you would be best off creating a "ReaBank" file for your instrument so that you can use meaningful program names (the examples above is the factory General MIDI reaBank).
Details are in the User Guide.