recording vst dilas and button changes using mouse in Cubase

[DavidBUK]

Hi, having a problems with Korg Monopoly in Cubase 5.
I'm using an external keyboard (Poly 800) to control the notes but I need to be able to change the dials and buttons on the Monopoly (noise filter, resonnace etc) if I do this with the mouse I hear the changes but they are not recorded. I've tried switching off the SysEx settings in the midi filter but this has made no difference.

Is there a way of making changes with the mouse that get recorded or do I need some sort of external controller?

Thanks