Did you perhaps switch off the option to allow instrument changes on the Players page of Layout Options? If not, it would be ideal if you could attach your project, or a cut-down version of it that exhibits the problem, here so that we can take a closer look.
(Please allow me to refer to this sticky thread, which details the steps you can take when you have a problem that is specific to a particular project, and which cannot in general be solved by looking at a picture. Following those guidelines will hopefully save you time and allow you to get a more helpful answer more quickly.)