Cubase 6.5 Artist MIDI connection problem

Hi there, I wonder if anyone can help me. I’m using Cubase Artist 6.5 and trying to create a MIDI connection with a Yamaha CLP-611 Clavinova. I think I’ve tried everything but I just cant get a signal. I think that the settings in Cubase might be all okay but I need to flick a swith on my PCs audio system. I’m using a UX16 midi cable that connects to USB port at front of PC. It might also be a local control issue but cant figure out how to change this on the Clavinova. Pretty new to all this and struggling just to get started! Hope someone can help. Andy