Hi Auntie -
Ok, so you're creating a [multitrack] Standard MIDI File in the notation program (MuseScore?) and importing it into Logic. The ideal method would be to embed the correct Program Change message in each track while they're still in the notation program -- then when the SMF is exported/imported to Logic, as soon as you hit Play, the programs in the Roland synth should change to the correct instruments. If the notation program doesn't provide the opportunity to do that, then you'd have to import the SMF into Logic first, and then manually insert the correct Bank/Program Change messages at the beginning of each track, as shown in the video.
But it sounds like either Logic or the notation program is automatically placing MIDI Bank/Program Change messages at bar1/beat1 on each track, and they're probably selecting sounds from the standard General MIDI Program Bank -- you're probably [almost certainly] using a different/custom Bank, which is why Logic is switching to the wrong sounds whenever you hit Play. You could just go into the Event List editor ["D"] and delete those incorrect Bank/Program Change messages from each track -- then the Roland should at least stay on the sounds you select on it manually. You'd have to select all those sounds by hand on the Roland each time you switch songs that use different track layouts, but at least that would let you play through the song with the correct sounds and bounce down to wav/mp3.
The best thing would be to determine and insert the correct Bank and Program Change messages for each track -- once they're inserted the correct sounds should automatically be called up every time the song crosses bar1/beat1. Unfortunately, determining the correct MIDI Program Change Bank & Programs change message for each sound may not be that straightforward. Traditionally, Roland synths number patches using an octal scheme [groups of 8] while MIDI Program Change messages are arranged in multiple Banks of 127 Programs each. Maybe there's a Roland document that lists the actual MIDI Program Change Bank & Message numbers for all the sounds. If not, then you'd have to determine what they are for each sound, probably by recording on an extra track in Logic, selecting one of the desired Programs on the Roland, and then seeing if the Bank/Program message was recorded, which you could then copy to bar1/beat1 in the appropriate track[s] for that sound.
Now you're right, this is fairly advanced stuff [especially for a newbie], but I'd still suggest that your best bet is the video [videos] I attached -- you'd have to get a handle on that stuff to be able to determine & embed the correct Bank/Program Change messages and have the sounds come up automatically every time you load/play a particular Logic Project. Alternatively, you could try bringing in someone who knows Logic really well to try and set up an Instrument Object in Logic's MIDI Environment that would include all the Bank/Program messages for that Roland synth -- that would be a very advanced task, but once it was set up it'd be easy to use to do what you want.