Strange, if you are sure the correct ASIO driver is installed and selected and the output busses are set correctly I can't think of anything else, that's all you should have to do really :S
Can you post a screenshot of your VST connections output tab?
Software: Steinberg Cubase Artist 6.5.5 64-bit.
Hardware: HP elitebook 8530b with W7 Home 64-bit
Mackie Onyx 1620i - Steinberg Midex 8 - Steinberg CC121.
Analog: Alesis M1 - Behringer Powerplay Pro-XL - Studio Projects C3 - AKG K612Pro
Instruments: Yamaha DTX750k - Yamaha MO-6 - Yamaha CP5 - Waldorf Blofeld - Korg Wavedrum WDX.
Plugins: Native Instruments Prism - Rob Papen Distort - Rob Papen Delay - Halion Symphonic OrchestraMy humble contributions to what could be considered music.