Dave Cornutt has published a quick tutorial on MOIDI NRPNs (Non-Registered Parameter Numbers):

Those who know some MIDI already know that the number of available continuous controller #’s is limited, and most of them are already assigned.  Some are assigned to specific performance controls (mod wheel, which is controller #1, being the best known). Some are reserved for sending the low bytes for 14-bit controller values.  The real-time messages eat up some numbers, and General MIDI consumes a few more each time the spec is updated.  So there aren’t enough unassigned ones to assign one to each parameter that is editable on a typical synth.  So some manufacturers resort to sysex for parameter editing.

However, the continuous controller definitions themselves contain the mechanism for extending the available set of numbers: The RPN/NRPN mechanism.

The way it works involves four controller messages: two to select the parameter to be edited, and two to send the value.  Registered Parameter Numbers, or RPNs, are defined in the MIDI standard; the two most commonly used RPNs allow master tuning and pitch bend range to be altered via MIDI.  However, Non-Registered Parameter Numbers, or NRPNs, are reserved in the MIDI standard for manufacturers to define how they wish.  

It’s some heavy reading – but good information if you need to understand NRPNs.