When I create a new MIDI track and VST instrument it works fine with piano roll or controller keyboard but when I import a MIDI and assign each track a VST instrument there is a problem...

When I assign the track to a VST instrument, no matter what program (voice on the synth) I put it on, it changes as soon as I press play or go back to the beginning of the song.

Any ideas of why it is doing this or how I can stop it? I've tried automating the program list to stay on the same instrument but it seems to ignore it. =\