Beginner: X5DR and Cubase VST

Making music with a soundcard seems a lot easier than using a soundmodule.

I'm using a simple soundcard for the MIDI I/O, using the joystick-port with a splitter cable.
The problem now is that I can change the program, but only on channel 1.
What could be the cause of the problem?

From now on I only have 1 week the decide wether I'm going to keep this module. Wouldn't it be an idea no to keep it. It all seems so difficult, and I just want to make some nice midi's........

You have to be in Multimode on the X5DR. Then you need to add effects.

So these great sounds, like for example X Piano, is just a GM Piano, only with some effects and stuff?
Until now I've only been able to play those GM-sounds, which, IMHO, are rather 'bare'. Really, I've read the manual e few times, but it just won't get on going....