Korg Poly800/EX800 Users

I don't have the manual for my EX-800. I wanted to use the sequencer to 
control another synth. Can I do this on the EX-800? I assumed I could 
because I can on my Poly-800. I tried and it didn't work. I tried to 
send program changes to make sure the midi out worked. This didn't work 
either. Is my midi out broken or is this the way the EX was designed?

Thanks,

Chris