Cubase AI 5 immiediate MIDI output

I have a USB-MIDI cable, but I want to connect my MIDI out device with another MIDI in device. In essence, I’m trying to make my USB-MIDI cable a MIDI-MIDI cable, using Cubase AI 5 as an interface. When I play my device, I want it so that the MIDI goes through Cubase, and immediately to the MIDI in device, regardless of state. however, I’ve had no luck trying to configure it like this. Is there a way to do this, or is there software somewhere else that can do this? I also have Cubase LE 5, if it could help at all.

Thanks for your time.

You want the controller as the input and the module as the output of a MIDI track. Monitor has to be enabled.