I'm not sure exactly what your problem is but program changes is one of the few things actually covered in the manual (see page 33 for a list of bank settings)
Here are a couple of examples of the way things should look in Cubase.
For Example if you wanted to select the Perky B patch 50 in the pre-set A bank you would insert the following controllers.
0 - 81 bankselMSB
32 - 0 bankselLSB
50 - 50 program change
or if you wanted the Translucence patch 103 in the preset bank E things would look like this:
0 - 81 bankselMSB
32 - 4 bankselLSB
103 - 103 program change
if your problem is program changes keep resetting themselves when you change tracks etc. go to Cubase options - midi set up and untick all the reset boxes,hope this helps.
DK
DK.