NOTE: To do bank change then program change in the normal way, it's quite easy with MIDI Designer. See here: http://mididesigner.com/qa/23/bank-change-then-program-change. [OP is referring to a different situation in which the bank changes, then the program changes sequentially until the end of the bank]
Thanks for your question. This is possible using some absurd hacks with sequential subcontrols, but it's not worth trying since it will be kudgey.
In one of the next releases, we'll include bank-prog change as a message type, so you'll be able to do this directly.