Your sound list should show three values - one for Bank MSB, one for Bank LSB and one for PC (program change).

Get a calculator and do the following sum:

Bank MSB x 128 + Bank LSB

The result is the number that goes in Cubase's Bank box. Then the PC number goes in the program box.

Chris

(p.s. If you're using the older Cubase VST there's an easier way. Let me know if this is the case)