Hi,
some of the better audio cards have a facility to route various outputs to inputs etc. If your card doesn't have such a feature there is a commercial application that can do this, the "Virtual Audio Cable": http://www.ntonyx.com/vac.htm
It installs a virtual device driver that can be used as output in EigenD and as input in Cubase.
If you are nonetheless using external vsts (not the internal EigenD instruments) another more convenient option is to host vst instruments in Cubase and just send MIDI data from EigenD to Cubase. For this you need a "virtual midi cable" like LoopBe ( http://nerds.de/en/download.html ) or MidiYoke (http://www.midiox.com/index.htm?http://www.midiox.com/myoke.htm)
Then select the virtual midi cable as output in EigenD and as input in Cubase.
The advantage of the latter variant is that you are actually recording midi instead of audio data and thus have more room for experiments and corrections in Cubase.
Greetings,
NothanUmber