The XT Live can operate as  a simple MIDI controller.  Not 100% sure you can use the expression pedal but I think you probably can.  Make sure you are using 1.40 of the firmware on the HD Pro as that has the Midi CC support that you will need.

Details of the MIDI capabilityon the XT can be found here in the -http://l6c.scdn.line6.net/data/6/0a060b316ac34f0593546810e/application/pdf/MIDI%20Continuous%20Controller%20Reference%20%28%20Rev%20F%20%29.pdf

There is additional supporting information in the XT Live manual here http://l6c.scdn.line6.net/data/6/0a060b316ac34f0593d2ca219/application/pdf/PODxt%20Live%20Manual%20-%20Version%203%20(%20Rev%20C%20).pdf

The POD HD Manual has details of the MIDI CC setup so grab a copy of that also (cant get to the site right now for some silly reason to give you a link).

As a starting point:  I would try hooking up Midi Out on the XT to Midi In on the HD and making sure that they are both communicating on Midi Channel 1.   Chances are that Program Change messages get sent out automatcially by the XT and that is half your battle sorted.