I have got a serious problem:

I have a KORG X5D synthie connected via Midi-cable with my Computer
(port of the soundcard) As a sequencer software i use Cubasis VST.

Now, if i play a certain time on my Korg (or i let play the
sequencer)...let's say 5 minutes, suddenly, without warning the programs
(sounds) change on my Korg wildly. I mean it's like my Synhie's going
crazy.

This happens in multi and in the normal prog mode. I think midi is to
blame in away and there is some program change thing going on, but i
don't know what to do. I did everything the Korg guys have written in
their manual, but nothing (positive) happened.

Can someone help please!!

Maybe, your keyboard is 'overloaded'. You can try to thin out controllers or set a delay on each track, so there are not many events on the same tick.