Well the first thing you wanna do is record it to the computer, preferably digitally by plugging wires to the sound card that way you can get every bit of quality, I am not sure of what the xv2800 has but anything connection would be great even a headphone wire connection.
Next use a program like Acid and record the file, its best to record all sounds in long file that way the sounds are recorded at the same level and have the same fx's to them,
next save your chopped up files to .wav and name them recognizable name ex. PianoA# or sommin like that.
Next you'll need a Soundfont editor like Vienna Soundfont editor, a link should be on the front page of illmuzik, or you can search for its free, and the program is a piece of cake to figure out, so theres no need for me to get into that. Its a matter of just dragging the .wav files to the program, and choosing which note triggers each .wav individually, also note its best to keep your .sf2's small no more than two or three octaves of sounds, they'll load quicker and leave more memory for the sequencer, once finished save to.sf2 and you'll have a brand new soundfont.
