Preset of VST change when I click on the measures

Hi everyone,
I’m using Cubase a lot, but when I select a VST, edit the MIDI track, play the VST, and then click on the measures to get back to the moment I want to listen to, the preset changes.
For example, let say I’m using Halion, with grand piano, playing the MIDI, I modifiy Grand Piano so that I can rather have another sound (electric piano for example) then I click on the 4th measure, it gets back to Grand Piano.
And the problem is for every VST, and it drives me crazy.
Can anybody help me?
Thank you!