Importing midi tracks

I’ve started using cubase and my knowledge is pretty limited with midi. For many years I’ve stuck to creating midi files with Guitar Pro. When I import my file to Cubase, the instruments I used in guitar pro are set. If I change an instrument with Halion it brigs back my “default” instrument as soon as I stop the playback. Is there a way to “overwrite” the instrument so that it does not come back to the original midi instrument?

Thanks.