I havent had any problems with any of the MIDI-files I loaded from the net which has a lot ( and I mean a lot) of notes on the same track. I have Local Off on the DJX (Function 80something) and MIDI Thru in AV. I hope the notes are "On" beat in the track check if Quantize function in AV helps. You can always undo a quantize. Im just a beginner myself so its a lot of fiddling around still.
But eventually I will get the hang of it.
Regards
Uffe
PS
Have you checked
http://blue.icestorm.com/dancemusic/cubase.html
has some nice stuff
DS