You have to disable "echo" to all channels.
Now this is how it is called in Cakewalk/Sonar as I don't use cubase I have no idea how it is called in cubase, then to avoid the arp affects the other synth's , just make sure they are not receiving midi data on channel one.
Are you using a midi patchpay??? or did you hook midi/in/out/in etc....
_________________________
Keyboards/Sound Units: Kurzweil 2600S, Roland VR-760, Acces Virus C, Roland G-800, Akai AX60, Minimoog, Machine Drum, Roland R8-M, mediastation x-76