Cubase + PA3X

Hi Guys,
I am using Cubase Element 9 + Korg Pa3x.
I installed succesfully my Pa3x with the xml file.
I want to record a song using Pa3x internal sound through MIDI.
My problem is that :
When I select a sound from Bank selector in cubase, and I press PLAY, the sound geos back to piano.
This happen for all the tracks.
how to fix the sound selected?
Is it a setting to do from Cubase or from my PA3X ?

Thanx in advance.

You cannot record the sounds of Pa3x with MIDI. MIDI is just the information of which notes are played.
If you want to have the sound of your external piano in Cubase, you need to record the audio that it produces, by connecting the line output from the keyboard to your audio interface.
This video might help you: