You need to adjust your midi binding to pick the loop number the binding uses instead of All. Or you can choose "Selected" to have it use the currently selected loop. If you want to use the same footswitch for record, you will either need to dedicated another footswitch to changing the selected loop (bind the select_next_loop or select_prev_loop). Depending on your needs you may want to use the record_exclusive_next command instead or one of the other special multi-use commands (record_or_overdub_solo_next, etc). Get more info about those commands at http://essej.net/sooperlooper/doc_midi_commands.html
You will need to create and edit your bindings in the Prefs->MIDI Bindings tab to get all these options.