Cannot record MIDI, please help

While midi track is armed, and shows that it is recording, immediately when I hit stop button all the recorded bar DISAPPEARS! So frustrating.
Anyone know what it is?

Cubase Elements 6, MacBook Pro, 2.4 Ghz Intel Core i7, 8GB RAM. OS X 10.7.3


What type of Input device, do you use? HW keyboard, virtual keyboard of Cubase, different device?

Do you have last update of Cubase 6 Elements? Do you use MIDI or Instrument tracks? Does Cubase display MIDI inputs? Can you send screenshot during the record and after stoping it, please?