The expression pedal is cc11.
I personally use a fader on the keyboard instead of the pedal because I can control it more accurately. This is all part of the beauty of midi, you can control just about anything with any type of controller.
I use Digital Performer on a Mac, and I can change controller cc data by inserting a "change midi controller" , this way, the data is converted as it comes in, or I can "re-assign continuous data" after it is already recorded in the midi track.
Hopefully you are using some kind of DAW (digital audio workstation) like Sonar, Nuendo, Logic, DP, Pro Tools, Cubase etc.