Set up a filter (let's say, 2POLE LOPASS) in the ALG page. Then go to DSPMOD (that is: dsp modulation). You'll notice that the screen is splitted in two sections. On the right side you should have something like this:
Pitch
LP Freq:
LP Res:
....
...
While on the the right side:
Src1:
Depth:
Src2:
...
...
Highlight the LP Freq field and move right with the cursor button to the Src1, scroll through the list with the alpha wheel until you get "AttVel". Set a depth value to your taste, let's say 1200ct (that's an octave) and you're done.

Be sure to check out the video tutorials from Geoff Gee from Kurzweil, lots of great stuff:
https://www.youtube.com/playlist?list=PL850DF30D9F2377A2

Thanks I'm gonna try that Messing with an electric finger bass sound, found some free samples called xmas bass, they are pretty good, but need to get it more natural sounding.

I cant get it Go Work, dialing up depth opens the sound brighter, but playing on the keys, does nothing, velocity wont affect it :- gone thrue youre explanation 3 times, something else im Missing? Are there anywhere i need to turn something on?

There's an easier way to do this

First make sure you have a low pass filter in the algorithm.

Go to the DSPCTL page. In the left pane, scroll down to LP Freq
Go to the right pane and increase the VelTrk parameter. Remember it is in cents, so 1200 cents = 1 octave.
You may need to decrease the low pass amount in the left pane to hear the effect.

The harder you hit the key, the more it will open up the filter.

First thanks for helping out. But its weird, it wont work. If i choose the dspmod and find attvel in src1 nothing happens, it only gets louder the harder i hit, nor brighter. BUT if i change attvel to say mwheel it works, with the wheel that is. It opens the filter, so somehow attvel is not working???
The solution with veltrk on dspctl does nothing either??? So i'm still thinking, is there a velocity switch i need to "turn on"? I'm testing youre solutions on the default program btw nr. 999

Kind regards
Robert