1. Go to Options - Multirecord, and make sure Active is checked. Also, change it to Channel Split.

2. Make sure you have the track info at the left of the tracks viewable. You can view this by clicking on the right arrow at the bottom-left of the arrange window.

3. Select one MIDI track by clicking on it. There is no need to hit the R (record enable) column and select any input channels.

4. At the left (track info), select Channel ANY.

5. Record your MIDI channels (any number of them up to 16 channels). This will record any MIDI channels coming in into one MIDI track, but will keep them somewhat separate.

6. When finished recording, go to Structure menu, choose Explode by Channel. This will separate them and create the appropriate MIDI tracks from the one track's MIDI.

This can be also done while recording audio.