The most commonly used continuous controllers are controller 1, which is the modulation wheel, controller 64, which is the sustain pedal, and controller 7, which controls the overall volume of an instrument. These messages are all called channel messages. If you read last month's column, you'll remember that MIDI defines 16 channels. All of the notes, pitch-bends, program changes, and other messages we've been talking about are tagged with a channel number between 1 and 16. If the tone module on the other end of the cable is set up to receive on the same channel that the message is on, then it will respond by doing whatever the message tells it to - assuming that it's also capable of responding to that type of message.
Many modules ignore polyphonic aftertouch, for instance.
One other big issue that we should at least mention is timing. And MIDI messages are sent down the cable one at a time. If you think of a chord as a group of notes that all start at exactly the same moment, then MIDI can't transmit chords at all. Those 20 notes are sent one after another, as a very, very fast arpeggio. We'll have much more to say about timing in another column.