No sound from vst instruments even though midi light comes o

I am new to cubase. I am using an m-audio m-track as my external sound card. I have my Oxygen 49 midi controller going into the midi slot in the m-track. My question is this: even though when I load Halion sonic, or any other vst instrument for that matter, I get no sound even though I am definitely getting midi input. Even the light on Halion and the number by the preset lights up when I play the keyboard, but I am getting no sound.

I have all the sound busses sent out right, because when I use the arrow to play the keyboard at the bottom of Halion or any other instrument, I get sound, but not when I play my midi controller, even though I am getting a signal.

The thing is, when I loaded up one of my band’s songs (my guitar player has cubase, and suggested I get it as well so I can write all my strings, keys, and sound effects) I was able to use Halion and my keyboard to add tracks last night - I just don’t know what I did!

Eventually I want to learn how to assign all eight midi tracks from my Ensoniq EPS to VST instruments - I’ll be back to ask how to do THAT later . . . right now I just want Halion to play when it gets a midi signal!!

Oh. I am using cubase artist 7 on windows 7, 64-bit.