How to record realtime synth modulations in GB?

Hi, ive used GB for a while but have yet to figure out how to record a synth part on my controller keyboard from a soft synth (Alchemy for instance) and have the alterations (ie- resonation, delay, echo , reverb any knob change bascially) I make to a part or sound in realtime actually be recorded. At the moment they dont. Is this possible.?