MIDI program change instructions

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I have managed to get MIDI files to operate a synthesiser connected to my computer after setting the appropriate program for each track. However, I can find no way of putting this instruction into the song either in the piano-roll editor or anywhere else. Not only that, but when the song is saved and re-loaded, it forgets the program change and automatically plays instrument number 1.

This is also the case when I load MIDI files which already have several instruments on a number of different channels. Each one is played on the synthesiser as 'piano' (instrument 1), regardless of the channel. MIDI files contain program change information (in my files they are in the first bar), so why does LMMS not seem to recognise them?

Whilst still on the subject of MIDI, where (if anywhere) is the MIDI-export feature?

Any help would be greatly appreciated.
last thing first
where (if anywhere) is the MIDI-export feature?
lmms cant export to midi, 'only' import midi, whitch all will be default sf2 and 1. instrument in that (hence grand-piano)

and that point into the other issue -whitch is correct. LMMS will not use the internal midi channels in current release.
what you should do is to change the sf2 player to other presets. sf2 and midi cant campare at all to the quality you will have if you use zynAddSubFX, vst's or even 3oc. You can do a lot more, so dump sf2 after the import, and use other presets, that would be my sugestion

br.