Analogue-sequencer

I'm having trouble syncing the P3 with Cubase (version 3).
When I play from Cubase the P3 is slowly lagging more and more behind.

The funny thing is, I have a Korg Electribe connected to the P3 midi out 
port, and it is running in perfect sync with Cubase.
And the P3 together with the Electribe (without Cubase) is always in 
perfect sync, no matter who is the slave.

If I could I would use the P3 as master, but Cubase cannot sync to external 
midi clock ;(

Anyway, ideas, solutions, similar problems?

Best,
Jesper.