Hey psguy3, I'm assuming your question relates to recording a MIDI performance into Cubase - and not getting the MIDI signal back into
the XP30. Not knowing how much you know about MIDI recording, I can offer some quick basic info. I find that MIDI newbies normally have problems with MIDI channel assignments.
There are 16 channels of MIDI (per MIDI port). You can transmit or receive on one or more of those channels. Normally, MIDI gear is shipped with a default of channel one (for both transmit and receive).
Sequencers (such as Cubase) must be told what MIDI channels to use. As an example, if the XP30 is indeed set to default on channel 1 - the MIDI data sent to Cubase is on MIDI channel 1 (and you did indicate Cubase did receive info from the XP30). However, if Cubase is set to transmit on channel 2, but the XP30 is trying to receive on channel 1, the MIDI performance stored in Cubase will not feed back to the XP30.
Start by hitting either the patch button (or performance button) on the XP30, then hit the edit button, then hit the MIDI button - this will help you identify the transmit and receive channels that the XP30 is set to. In the performance mode the XP30 can receive on all 16 channels - so you can have as an example - piano on channel 1, bass on channel 2, etc. etc. (Note: industry standard always uses MIDI channel 10 for drums).
Hope this helps. I'm not hip on Cubase (use Cakewalk myself) but the XP30 is very user friendly, and the instruction manual isn't too hard to get through.