FL Studio LSD instruments for a midi change back when playing or exporting to mp3?

I try to change the instrument on FL Studio "Fruity LSD" when using a midi I downloaded, but when I play the song or try to export it the instrument I change reverts back to the default. I'm VERY new to FL Studio so be very specific if you know the answer. I use FL Studio 9.
To be specific: I have a midi for the song "magnet", and both midi tracks apply to the same Fruity LSD track; the first one, which says 1) Piano. I want to switch it to Music Box. If I play the song, it always starts at Piano. While playing I can successfully change to Music Box, but if I pause/stop and replay it changes back to Piano. How can I get it to stay on Music Box?
 
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