Recording external effects in Cubase

[feyshay]

I have a question about external effects in Cubase SX3. I am using a Kurzweil KSP8, 4 channels of ADAT connected through external effects channels from Cubase SX3 to this Kurzweil, using a MOTU Traveler as my interface. I have the KSP8 effects inserted in the external effects channels and then send from audio channels to these external effects.
It works just fine, but I have a remote for this effects device that I like to use to modulate effects in realtime. However, it does not appear that these effects are recorded. Nothing seems recorded in external effects. I see an ability to read and write automation but no option to record.
How do you record your external effects in Cubase SX3?
Any help would be greatly appreciated.
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Cubase SX3, MOTU Traveler, Dual Processor PC