The setup in Prefs -> MIDI is for the Default Device. Sounds like you want to set that to the VSC DXi.

Then, in Tracks View, for the one selected track where you want to play your VSTi, RightClick on the area under the Track Name and choose the MIDI ports from the popup, follow it to find the DXi or VSTi that you want to invoke and it will be just on that track. Any tracks that you don't designate in this separated fashion will use the default MIDI synth selected in Prefs.

You don't want to route MIDI Thru to the DXi in this instance, you want it to go to your VSTi.


--Mac