You need to either have a synth that can map velocity to filter cutoff (most, but not the minibrute....). Doing it via MIDI, turn off velocity->VCA routing (usually a dial or a buried modulations menu). Set the synth to the same MIDI channel as the sequencer on the BSP. Program a run of notes on the sequencer and give it a velocity sweep. If all is good (and it should be) press play and listen to the filter sweep as the melody plays. The reason for turning off the velocity to VCA routing is to stop the volume of the synth dropping as the velocity track dips down and causing it to close the VCA when it hits 0.
With CV it's a bit less complicated. Connect the Pitch and Gate to your Oscillator CV and VCA Envelope trigger respectively. With the Velocity, instead of routing it to the VCA CV, send it to your Filter Cutoff CV. Program a run of notes and a Velocity sweep. Press play and listen to the filter sweep.
It's not a 'parameter lock' in the Korg style though, as you don't record the tweaks more than you edit the tweaks in. Closest to that would be to play in a melody live and try put a good amount of expression into the dynamics of your playing (how hard you hit the pads). Quickly check for the lowest and highest velocities and remember them. Now use shift+Knob1 while in velocity knobs and play with the over-all relative velocity level. Try not to go lower than the lowest or higher than the highest velocities as they will clip at zero and 127 and their relative values will not return to what they were. It is very easy to flatline your velocity track doing this trick too much, so remember to save the original state so that you can revive the track if you do squash it.
Oh yeah, doing this using the drum sequencer means you get a little more fine control.
