The Volcano is harder to use via MIDI than I'd like. I've never used one personally, but have walked people through the setup in the past. I know we've gone part way through this process via email, but I'll repeat it here for posterity.
First, you probably should change the MIDI channel on the Volcano to an unused MIDI channel. The Volcano has switches on it that allow you to do this. We'll say that we're setting it to channel 3.
Next, set up the expression pedal port to send the correct CC messages. This parameter is set for each preset, so you select the desired preset, enter setup mode (hold 1, press 3), and then press the 1 button until you get to "Pdl". Press the 2 button until you get to controller 0 (cc000). Press the 5 button until you get to channel 3 (CH03). This needs to be set for every preset that you intend to use the Volcano. You can use the Bank up and down buttons to change which preset you're editing without exiting setup mode.
Next, the Volcano needs a PC message to activate it. You need to set up another device in the global setup. If you're not in setup already, hold 1, press 3. Press the Function button until you get to PC2 (program change device #2). (If PC2 is already taken, use PC3 or PC4). Press the 5 button to select CH03 (channel 3).
Now, you need to set whether or not the Volcano is active for each preset. Select the preset, hold 1, press 3 to enter Setup mode. Press the 1 button until you get to PC2. Press the 2 button until you get to =054 (program change 54). This only needs to be set on one preset, but it's probably best to set it on most or all presets - the Volcano won't work until this message is sent to it.
Give this a try and please let us know how it works for you...