cubase SE 3 no audio out

I am using Cubase SE3 on an WinXP machine. Attached to it a IK multimedia Stealth plug for getting in my guitar. Also using a M-audio Key Rig 49. FOr guitar the Stealth works as an in/out interface. I can hear my guitar, record in Cubase an listen the recorded audio tracks through the headphone in the Stealth. Now, Using Key Rig virtual instrument without Cubase, the Stealth works. But, I can’t hear my KeyRig49 in Cubase. There is audio activity on the indicator when I hit a key. But no signal through the headphone. IN the VST connections a have selected the Stealth as output. But I can not select is in the inspector of a MIDI track as an output. THe drop down menu only has the option ‘not connected’. I have tried adding an new output bus in the VST connetion menu. I still not appears in the inspector. What to do?