I took my query to a MIDI forum, and I got an answer within 24 hrs. For anyone who is travelling the same road:
MIDI files recorded on several separate tracks are format 1. MIDI files merged onto 1 track are format 0. In Cubase, to un-merge tracks from format 0 to format 1 you use [dissolve] on the MIDI function menu.
If your MIDI player/sequencer cannot convert from format 0 to format 1, there are several utilities that will do it for you, e.g.
http://www.google.com/search?hl=en&l...+1&btnG=Search
Hope this helps someone besides me.