You need to set the Transmit channel on the *controller* keyboard, and the Receive channel on the SX.
I agree with Derek. It sounds like you are transmitting from the MIDI/MPE controller (which one is it?) to the SX900. So, the transmit channels(s) on the sending MIDI/MPE controller must match the
receive channels on the SX900.
Here's the rub. If the controller is in MPE mode, it will send each note on a different MIDI channel. Yep, that means it will use all 16 incoming MIDI channels on the MIDI IN port. That's the way MPE works.
Derek suggested turning off MPE mode in the controller, i.e., turn it into a standard, single channel controller. That's probably a better way to get started than full-up MPE.
Then you face the problem of selecting the voice on the SX900. You may need to send MIDI bank select and program change messages to select the desired voice. These messages would be sent from the controller to the SX900.
Since MPE sends to all 16 channels, you will need the same voice on all 16 channels. The selected voice may or may not respond reasonably to any or all MIDI continuous controller messages for slide, glide, etc. That's why most MPE controller companies (Roli, Osmose, Keith McMillen) provide an MPE-capable software synth which has been pre-programmed with MPE-responsive voices.
Oh, you're into the thick of it now!
But, stay encouraged -- pj