Unfortunately, the answer is that there is no easy way to do this manually. You can sample your synth, which involves making a recording of it playing each note individually, and then assembling that into a sampled instrument using the sfz format (or any other sampler).
However, this does not work well for all types of synth sound. In particular, if your synth supports any kind of rhythmic tempo-syncing effects, these will be lost. Also, if the timbre of the sound changes depending on the velocity of your key hits, you will need to multi-sample each note to capture this. Also, you will no longer be able to automate synth parameters in real-time.
Having said all that, it is possible to capture the basic sound of a patch. You need a fair bit of time and patience, as you will need to assemble a lot of samples, and quite probably create loop points for each one.
It is possible that somewhere you might find a program that will attempt to automate the task for you, by sending MIDI note on and off messages to your soft-synth one by one, recording the results and assembling them into some kind of sample file (e.g. sf2). For example I think Extreme Sample Converter has this capability, but I don't know of any free options.