Ok, all the suggestions take me to the same box where one choose whether to use "1" (which is the default) or "0" which it should put all the parts on that instruments in the same track, in other words, you assign a vst and it sounds like it should, however, if you use type "1" in the case of a guitar midi, it would separate all the strings into separate track, so, one have to assign the same vst to each track so it would play the whole thing, otherwise, it takes longer to create the song, at least in my experience. I've been doing this the same way for years, that's why I'm puzzled about it.
I just did a try on a whole midi song which have an strumming jazz guitar and came in right into my DAW. Mostly occurs with a solo guitar.
Appreciate again all your help.

Mike B.

Music should be part of your life
http://www.soundclick.com/blackcatjazzcafeband