Hi,
first you have to disable SparkLE MIDI port in Cubase MIDI Preferences, I guess the data you are currently recording come from the controller not the plugin.
Then, make sure you have created Spark plugin using Cubase "VST Intrument" window (Devices->VST Intruments).
It does not work when you create an instrument track.
Then create a MIDI track and choose Spark (the plugin not the controller) as MIDI input.