Welcome to midi. It can be frustrating at times, but the first thing to do to try to avoid that frustration and make music is to read your instrument's midi instructions in it's manual.
What channel is your SP404 set to? Roland are horrendous with midi and don't make it easy to do anything with it, including between their own machines (it's a big reason for me not buying their gear, not to mention it's taken them 20 years to make an actual synth worth buying again, but I do own one of their samplers).
You can change the SP404 midi channel by holding down one of the sampler pads and powering up. The pad number you hold down will be the channel you set the SP404 to. I can't remember what pads to hold to set channels 13, 14 and 15, but I do remember you can't set it to channel 16 (dumb).
Try setting your note sequencers on your BSP to channel 10, as it sound as though that could be the channel your SP404 is set to if it's only responding to the drum sequencer. To change the channels of the BSP, select the sequencer you want to change then press and hold the "channel" button. Four of the step buttons will light up in different colours indicating the different channels the different sequencers are set to and one for control mode; green for sequencer 1, yellow for 2, purple for Drums and red for control channel. So while holding down the "channel" button select step 10 to set that sequencer to channel 10.
The BSP note sequencers can send all 128 midi notes but the drum sequencer can only send 16 notes, so unless there is something seriously wrong with your BSP unit, I'd be looking at your SP404 manual to try and see what it requires to play nice with other machines.