To perform a SysEx dump from a Supernova to a sequencer connect the midi output of the Supernova to the midi input of the sequencer. Ensure that the SysEx record filter is disabled in the sequencer (ie unchecked). Create a new track in the sequencer that is set to the global midi channel of the Supernova.
From the Supernova, select the SysEx transmission page in the global menu. Use the fast data controls to choose which type of data you would like to transmit - if you want to make a complete back up of the Supernova memory, select "total data". Put the sequencer into record at 150 bpm and press the midi button in the part edit section of the Supernova to initiate the data transfer. The midi indicator should illuminate in the sequencer transport window.
When the data transfer is complete the midi indicator will stop and the display on the Supernova will revert to normal. The sequencer can now be stopped and the file can be saved to a computer drive.
For total data or entire bank transfers to check that the data is valid, change a name of a program in the Supernova - eg Sintillator to Tintillator and write this change to memory. Set the sequencer tempo to 080 bpm and ensure that the sequencer midi out is connected to the Supernova midi in. Play back the file. Watch the screen of the Supernova, it should show "receiving sysex...". Check that the display does not show "packet error".
When the file has played through, turn the Supernova off and back on again (this clears the program buffers) and take a look to see that the program name has reverted back to Sintillator.
Note: Rather than using a Sequencer to record the Data, you may want to use a MIDI utility program such as Midiox (for PC) http://www.midiox.com/ or MIDI Monitor (for Mac) http://www.snoize.com/