How to save MIDI file with all instruments

When I try to save cubase AI 5 projects as MIDI files, all the different instruments are just played as piano. Like where there are supposed to be drums, it’s a piano playing really low notes. How do I fix this so the MIDI files distinguishes between instruments?

MIDI is only computer codes for music, it does not play an instrument and it doesn’t have sound. It must be connected to a sound source to play it back like a synth or a virtual instrument (Halion). In your Cubase project I assume you have MIDI tracks, different ones which you want to play back on different instruments. You have to tell as what synth you are using or are you using Halion?

I use a Yamaha MM6. I want this to be able to be an actual audio file though that I can save and listen to with a regular computer media player.