Cubase Midi program reset after Stop-Play

Hi,

I have a midi beginner question. When I import a midi file into Cubase and change the program of a track (for instance use a different synth pgm) everything works fine, as long as I won't replay the arrangement. Pressing stop and starts resets the pgm on the import. Seems to me that the program information still is in the midi file, how can I change that information, so that my new pgm always will be used?

Thanks in advance