saving instruments settings when exporting MIDI

Was working last week but I guess I must have changed something. I can setup all my MIDI tracks just fine with right MIDI channel number and instruments( say Piano, Vibraphone, drums on MIDI channel number 1,2, and 10.) Last week I exported it as a MIDI file and when I played it, all instruments played like I had them set up. Now when I export a file all of my instruments default to Piano except for drums of course. I do have a work around this but it would be nice if I could just get it to work with Cubase. Not a problem with just a couple of instruments but will be a problem with a full song.

Cubase SX