First off, a DR-202 is a really slept on machine for what it is. It has three MIDI channels (DRUM, BASS, and EXT). All of them can be used for MIDI, but this writing only covers super basic EXT setup to the SP-202/303.
In the MIDI menu, The DR-202 comes set with DRUM=1, BASS=2, EXT=3. That's fine. You need to make sure MIDI CONTROL CHG SW=ON. On your sampler, press and hold 3 while turning it on (This will set the MIDI channel to 3).
Here's where the samplers are different: For the SP-202, to trigger samples the DR-202 kit setting has to be set to OCTAVE=7 (press KIT). For the SP-303, the kit setting is OCTAVE=2. Because of this as well as a number of other idiosyncrasies, the two are very different when combined with the DR-202, especially in terms of workflow.
The biggest difference between the samplers for me personally is that the SP-303 kills the source line when you perform an operation (del, trc, rec) whereas the SP-202 source stays live during operations (in my particular case, the source actually is the DR-202 itself).
Another sick thing I found about either combination with a DR-202 is that if you use it to sequence, it stops the situation where the sampler clock slips (even between odd length samples). That said, I know a lot of SP-life is about the fingerpainting, mad respects to SP-only style, but this secret technique is explained by a mysterious picture in the DR-202 manual... and indeed, it can be said that there are many ways to rock a house.

