Ok, try this...
Add the VSTi to your project and name it (to name the instrument, . Now go into File->Preferences and click the MIDI Settings tab, then click the MIDI devices button.
In the MIDI Devices window make sure your MIDI Input port is correctly specified. Then you should see a group of buttons labeled "Input to output echo", switch this to "Manual" which should enable the "Manual mapping" settings.
In the "Manual Mapping" settings, change "outp. port" from your normal or default MIDI output port to "Instrument plug-in - Cheese Machine" (if you're playing the cheese machine, for instance).
I can't confirm it, but I'm betting it'll work for you.
Slackmaster 2000