When I export a midi file from guitar pro it doesn't seem to recognize the tempo changes in Cubase? Is there an option on either application to sort this problem out?

You have to manually set the tempo in cubase using a tempo track.
Ibanez: RGD2127Z
Ibanez: RG1527
Ibanez: RG1570
Ibanez: S7420
Ibanez: JS100
Dean: Razorback Cemetery Gates
Peavey: 6505+
Fractal Audio: Axe FX II mark 2
Mesa Boogie: Recto 4x12

7>6! Join the 7-string legion!