I've gotten it to work but I don't know if it's the best way to do it. Anyway for those interested and may have this problem this is what I did.

1.Start up Cubase SX and then reason.

2. Go to Devices>Reason> Then click the icon on the far right of Mix L and Mix R (when you click either one they will both highlight).

3. To pick a device thats in your reason program go to Project>Add Track>MIDI

4. Then for that MIDI track's output select the reason device you wish to use it should work then, it did for me.

Hope this helped you as much as it helped me.

*If anyone does this and has a slight delay when they press on the keyboard after they've chosen they're device in cubase from reason please tell me as I'm having that too. Thanks.

_SG_