Just making sure I got the chain right -
Midi Controller OUT to USB Midisport IN
USB Midisport OUT to Triton IN
I have a Midisport 2x2 myself. Make sure both device are on the "1" ports. Also, if you have a button that says "USB / MIDI Thru", make sure it is set to "USB" (pushed in on my 2x2).
Are you trying to play VST instuments, or you just want Cubase to record what you are playing on the Triton?
Make sure all devices are set to the same MIDI channel.