Unfortunately, if there is a way to record preset changes on the fly from the E-Mu while recording patterns, I have not found it.
If changing presets after a track has been recorded would work for you, you might want to create an external pattern template with placeholder data that you can tweak to be a program change after the track has been recorded. (I still have a pattern called All Ext at 000^0.)
If its important enough to you and you have an input to the E-Mu available, you might consider a device that sends program changes >>to<< the E-Mu. You can record them; however, so far as I can tell it only gets passed through to external gear either on playback or when looped around in record mode.
Mot sure this will help with what you want to do, but I figured since I tested it, I might as well write it up.