There are a couple things to be aware of when using the ES-8 to send Program Change to a DD-500.
The DD-500's Program Change Map will correspond its A/B/C/ footswitch Mode.
This is the suggested Mode to be in if you are going to be doing a lot of Program Changes, or you need to recall a DD-500 Preset above the first bank. ([EDIT] > SYSTEM > FSW MODE)
When configuring Program change on the ES-8, it's banks correlate to the DD-500's as follows:
BANK #'s
DD-500 ES-8
--------- ---------
1 0
2 1
3 2