Maybe check out
Cubase Forums .Im an SX user, but cant really help you out with that one...
As far as changing channel numbers, I think when you move the channels, their number changes automatically....
With the MIDI stuff, if you open an audio track, whose input corresponds to the channel on your soundcard that your synth is plugged into, then hit the monitor, and maybe put on "Record ready" or something, or maybe the monitor button.
Let us know how you get on....