Cubase 6.5 - MIDI IN issue (no sound by live playing VSTi)

Does anybody know how to cure this?

I have latest Cubase 6.5 and drivers for Yamaha KX-49 connected by USB.
By the way there is no such problem in FL12 or Ableton8 with the same midi configruration.

The problem. I cant get any sound out of loaded VSTiplugins by playing notes on my MIDIkeys. But if I play the notes programmed in pianoroll - sounds are out fine.

So. This is my CUBASE MIDI configuration.

Activate monitor on your input track (the little speaker icon). Make sure MIDI thru is active.

Exactly! Turned on MIDI Thrue switch in prefs and pressed record/monitor on a track - and it did the job!. Thank you!