How do I set up my controller keyboard with the MPC?

The easiest setup would be like this:
simple controller midi out -> MPC midi in
MPC midi out -> module1 midi in
module1 midi thru -> module2 midi in etc.

You can have the controller transmit on any channel since by default the MPC receives on all channels. The 'soft thru' feature of the MPC (in Single track mode) takes all the midi data coming in and retransmits on whatever track you have selected on the machine. If you happen to be real-time or step-recording during this time the MPC will also record the note on that track.

If you happen to have a keyboard synth for a master controller then this can work too. All you have to do is set it up like this:

Controller keyboard midi out -> MPC midi in
MPC midi out -> controller keyboard midi in
Controller keyboard midi through -> sound modules midi in
Plus you also can use:
MPC other midi out -> sound modules

In addition to this you have to turn LOCAL OFF on the controller keyboard. This separates the keys and controls from the sound engine, and as far as midi is concerned makes it just like the simple arrangement as described at the top of the page.
This type of setup reduces a lot of work necessary to quickly write and arrange. It also keeps you from having to unplug and plug midi cables. Here's example of my typical startup session like this:
  1. Turn on equipment.
  2. MPC starts and loads the default track names and channels.
  3. Say I want to write a track using the Pulse, and it had been setup on channel 7, I dial up a track with midi channel seven.
  4. Using the program change wheel (or buttons) on the master controller, I dial through a coupe dozen of the presets on the Pulse.
  5. I find one I like and tweek it as necessary.
  6. Go to step record on the track.
  7. Enter the note data.
  8. Hit play on the MPC to hear what it sound like.
  9. Adjust notes as necessary.
  10. Go to next track and repeat for other equipment.
So what's so special about this? I can dial through a few hundred patches on a dozen pieces of equipment in a matter of minutes by only touching the MPC track-/+ buttons with one hand and master controller keys/program change with the other hand. A great time saver arrangement when I have an idea on the top of my head and need to get it out. In an inspirational moment I can whack out and entire song in 15-20 minutes. This is probably why I don't have that much recorded. If you could blow snot out of your nose every half hour would you keep any of it?