If you want to have effects on a preset by preset basis, you need to have the unit operate in POLY or OMNI mode, not MULTI mode. To enter in to POLY mode or OMNI mode, press the MASTER button and rotate the data wheel until the MIDI MODE screen appears. Cursor down to the second line and select either OMNI if you want the module to respond to all MIDI channels, but only play the currently displayed preset, or POLY mode where the unit will only play when the MIDI channel that is being sent to the module matches the displayed channel on the unit. While still in the MASTER menu, scroll to FX mode and make sure it is set to Enabled. Now if you go into the EDIT menu on the current preset, you will find the parameter menus where you can select an effect algorithm for each FX engine, edit the parameters of that algorithm, and select FX send amounts based on how you've routed the outputs of the presets. Remember, the FX in the Proteus 2000 are global, and the effected portion of any preset will always come out the mains