Hey Antoine
I have got my TI working OK for the moment with Cubase 4 after some tweaking around. i tend to be an intuitive plug-and-player rather than a manual follower, so usually end up with working but non-optimal solutions.
With Cubase I've found that sonic absence problems usually turn out to be a question of sorting out the signal path with busses. Try having a look at your busses and make sure Cubase has a path that connects the Snow to an input and sends it to an output path.
Just an idea.
Suzzy