Have you tried running Gary Gregsons' ANx1Edit along side Cubase? You can route them with the hubis loopback program....
I feel that the anx1edit program is by far the best way to control the anx1. This should work perfectly with cubase, maybe its the casio thats causing the problems, ive heard they have unstable midi timing...Are you sure you using Cubase as the midi timing(sync) source? (btw IMHO, Casio=toy)
DudeManCentral