How do I change midi patches?

OK, I’m sure this must be simple, but I don’t know how to do this. I am running Cubase SX and I also use Finale alot. What I want to be able to do is use Finale and write parts there for marimba and have it play back with marimba sounds that I have recorded myself. Basically, I want to be able to record each individual note of my own marimba and somehow replace the computers marimba notes with my own. I am using the cheezy GM midi driver that came with my computer-nothing special. How do I do this?
Thanks VERY much!
Joel