Hello everybody!

I need to record, from my computer, 2 midi tracks at the same time in the sequencer, I explain myself: I have a cable from my computer (MIDI Out) that goes in MIDI In of my Korg. There are 2 tracks in the midi recording (2 different channels). When I press play on the computer, I heard the two tracks that play with the Korg Piano Sound, but, when I want to record it on the sequencer, only one track (the midi channel 1 track) record.
So, my question is, how can I record the 2 tracks at the same time??? (Because I hear the 2 of them, but only 1 is recording).
Thanks so much to everybody
Regards, Andrew