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

Cubase
1

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.

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So. This is my CUBASE MIDI configuration.
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2

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

3

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