sorry to tell you, but you are basically ****ed with the MC303. whenever it comes to MIDI implementation it sucks big time. (That's why i sold mine.. well one of the zillion other reasons.. buth I won't go deeper into this.)
Get a midi interface. There are cables that fit on your joystick port wich are cheap, there are seperate midi interfaces wich have better timing and are not so cheap, but still very affordable. If you're serious go with the second.
Read the SP202 manual to get an idea of the fact if you actually can map across the keyboard. Some phrase samplers don't allow this. If that's the case you are ****ed again (hope for you it's not the case.)
In every case it's a good thing to get a keyboard if you're starting PC sequencing. Those little knobs on an MC aren't really what you can call 'playable'
Midi-ing it up... Basic configuration SHOULD be. (but you'll notice this is impossible)
PC midi out -> MC303 midi in
MC303 midi thru -> SP202 midi in.
MC303 midi out -> PC midi in.
This would enable controle from the MC but due to the very good (irony) midi implementation roland has latly. It's not even near possible. (as you noticed I'm not terrible fond of those groove-approved-gear. It's the downfall of Roland and it's a huge Rip-off...)
The MC303 won't allow you to controle it from an external sequencer, unless you boot it up in sound module mode (in that case all knobs on the front-panel become totally useless.). so you see. No Cut-off/Res controle or any realtime knob twiddling. Futhermore the cut-off/res cannot be controled from a sequencer. (unless you go deep into midi programming it isn't possible.) But I do remember the existence of pre-programmed cubase mixer maps wich just might be your saviour. (although it wont be that easy as just twisting a knob (as you can only adress the cutoff with NRPN's wich need to be programmed by hand (data bits, adresses, that kinda stuff)) I think the SP202 will behave under midi controle as it's build to accompaign the MC. So I don't expect any probs.
So again how to route. ( but know in a possible way.)
PC out -> MC in
MCout -> SPin (with soft thru enabled)
SP-out -> PC in (for midi sample transfer plug like this)
Keyboard -> PC in (PC also with soft thru enabled)
Ohw of couse you need a PC sequencer like cubase, logic, cakewalk etc... There are cut-down versions available for almost no money at all.
i felt totally ripped-off by roland

after my purchase of an MC-303 and sold it 3 months later. there are better machines on the market that offer better functionallity for an equal amount of money.