Recording play while midi song plays in the background PSRSX700

[timeless]

Hi,
I want to record my play wile a previously recorded midi song track plays in the background, and as aresult I get this all combined in a new midi song.
I think I have done this before on PSR3000, but I see no way to do it on my PSRSC700. I have succeeded to record an mp3 audio but not midi. Please help.