Hi James,
I have a Korg 05R/W in my setup. I created the multi-instrument in the environment. After you create it, double click on the top part of the object. It opens a patch list. Here, I had to manually enter all the patch names from the Korg manual. I also had to make a custom bank command and enter the MSB and LSB codes to select between the GM and A banks on the Korg.
After that was done, I can now select any sound right from the arrange window.
Let me know if I can help you further or if you want me to clarify what I did. I can even email you my Autoload template if you wish. I would imagine that the X5DR is somewhat similar to the 05R/W.
My main synth is a Yamaha Motif ES8. I was able to use the environment objects that someone had already created and posted at motifator.com. I could not find one for the Korg, so I had to do it myself, but it's fairly easy, just a lot of typing!
Cheers!
Ken