Ok, here’s the idea. If you’re using Renoise to control MIDI, ie you’re using it to enter notes but instead as assigning samples to them you assign a midi channel+bank+patch, each note that is entered cuts the previous note. As MIDI has two commands regarding that matter, Note On and Note Off, and the only way to make a note stop playing is sending a Note Off message, I assume what Renoise does is, when it finds a new note, send first a Note Off and then a send Note On for this note. Why not add NNA’s? For example, there could be an option to make a Note Off instead of a Note Cut (now I’m talking about Note Off in the ‘tracker’ sense, not MIDI). What Renoise could do would be, when it sounds a new note, not send that Note Off message. It could, after sending the “Note On” for the new note, just send a sequence of messages to reduce the volume, and later send the Note Off. Ok, I know it is difficult, and maybe impossible, but it would be nice anyway 
MIDI volume can only be changed for a whole channel, not for individual notes. So it cannot be done… 
Well, I suspected it. So, if I want to achieve this effect, I have to use two channels instead of one, like in the old XM times 
I wonder if professional musicians do the same with their sequencers.
I meant MIDI channels, not Renoise channels. If you set up 2 MIDI instruments with the same patch you can control the volumes separately.
Well, but I’d have to waste MIDI channels to do so. And there are only 16. Still, I don’t really get how to do it from Renoise.
True, but it’s the only way to change MIDI volume for separate notes. Btw, some synths even have less than 16 channels…
You do it by sending a MIDI CC value to control the volume. This is done by entering “90” in the panning column followed by the CC number and its value. Ex:
C-5 … 90 07xx
07 mens to set the volume. xx is the volume value and ranges from 00 to 7F.
However this is a clumsy way to do it and you should really use your synth’s ADSR instead as Bantai said, if possible. If record is on in Renoise and your synth’s MIDI is inputted in Renoise (i.e. you have also plugged the input to your computer) it will probably record the CC changes automatically (depending on whether your synth sends this info or not).
Well, it’s a bit too complicated, I think. Thanks a lot anyway 
Bantai, I haven’t completely switched to Renoise yet. Now I discovered a way of coverting some sounfonts to xi by eliminating multilayering, which brings me back to Modplug. Still, I think I’ll switch anyway, because Renoise has better sound quality and some nice features to offer. Besides, MPT is no longer being developed and I don’t want to sink in time. I do think Modplug’s interface is the best, though.
Right. I know how to use ADSRs (the basics), but anyway, I don’t have any MIDI hardware. What I say is complicated is the way to fake Note Offs. I think I’ll be better off converting the soundfonts I have to xi and using them normally. Thanks a lot anyway, because it’s obvious I might find his MIDI CC thing useful at some point.