• Is the device set to react to Program Change? Are you positive? There might be several switches for this. How about Bank Select? System Exclusive? (You will be able to see if SysEx is needed to select Patches by looking in the Patch Manager. See page 110).
• If the device can't handle Running Status (if it is very old), turn this off in Cubase (see "The Options Menu" chapter in the main Cubase manual).
• Are you sending on the correct MIDI Channel? Check the Track and the text below.
• If the device has a so called Program Change map, either disable this or reset it to its default value.
• Are you trying to select Parents or Children? Check the mode on the device's front panel.
• If you are trying to select Children, do you have a Parent Patch assigned to a Track, so that the device gets put in the right mode and the Studio Module becomes aware of the MIDI Channels in the Parent Patch?
• If you set the Track to play a Child, do you have a Parent Patch assigned to a Track, so that the Studio Module becomes aware of the MIDI Channels in the Parent Patch?
• Did you (accidentally) change the Child MIDI Channels in Setup?
A Device doesn't appear in the instrument list
Maybe you haven't activated "Include in Instrument menu" on the pop-up Options menu in Setup?