Ensure that EVERY time you close Cubase (5 or 6) you let it complete the shutdown procedure, this may take a while and so you may think that it has 'Hung' or crashed. This is not the case, please allow the program extra time to close in your lessons.
If you cannot hear any audio from the Midi track you have recorded make sure that an instrument has been assigned, if there is not one assign it.
If you are using Cubase 6 and have a visible input but no sound, check the keyboard settings. It should have the two LEDs lit, otherwise you are playing in an inaudible octave.
If you are experiencing sound issues in EX6 then please use this set of instructions to try and resolve your issue.
If you are using the 'Island' computers in EX5 then use this set of instructions, however if you are using a PC that is around the edge of the room you need to use these instructions to resolve your sound issues.