It's easy.
1 - Put all the pedal-up samples into one group, and all the pedal-down samples into another group. (You can create new, empty Groups in the EXS Editor by selecting "New Group" from the Groups menu, or just drag the desired samples from the list into an empty area in the Groups list on the left side of the Editor window, which will create a new Group containing only the samples you dragged. Dragging samples into an existing Group will assign them to that Group.)
2 - Once all the samples are assigned to the appropriate Groups, go to the Group Edit window by hitting the Groups button at the upper left.
3 - In the Group Editor, make sure that "Group:Select By" is visible by enabling it in the View menu.
4 - For both Groups, set "Select Group By Type" to Control, then set the "Select Group No." to 64 (sustain pedal), then set the Lo. and Hi. to 0 and 63 for the pedal-up Group, and 64 to 127 for the pedal-down Group. This will cause one Group to be selected when the sustain pedal is up, and the other Group to be selected when the sustain pedal is down. (If I've gotten them backwards, just reverse the Lo. and Hi. values for the two Groups).
Note that you can stack "Group Select By" criteria, so if you're using Group Select By for round-robin or other stuff, just click the little plus sign above the Group Select By columns and it will add another set of criteria. I'm not sure how many you can stack, but I've done at least two.