If you are in performance mode you have to use PC commands. Thats all. PC 0 is your first slot , PC 1 is the second one PC4 is the 5slot and PC 6 is a next performance first slot and so on.
0xC0 to 0xCF where the low nibble is the MIDI channel.
One data byte follows the status. It is the program number to change to, a number from 0 to 127.
So channel one performance 1 slot 1 will be C0 00. Performance 2 slot one will be C0 05