You are probably not doing anything wrong.
What you are describing sounds like your CPU get more pressure than it can handle. My first guess would be that your soundcard's buffersize is too small - meaning your CPU gets to work too hard. Open the control panel to your soundcard and set a buffersize of about 256 and try again, and if that doesn't work, increase the buffersize a retry. If my guess is the heart of the problem, then increasing the buffersize will make the stutterings go away to a high degree. However you should not need to set a larger buffer size than 1024. If this problem still exists with 1024 or more in buffersize, then my guess is not the heart of the problem you're experiencing.
Kid: When I become an adult I wanna be a musician.
Parent: Son, you cannot become both.
VSL Performance Tool:
Midi In => Your midi device
Midi out => Midi loopback output port 1
Then open Cubase, select a MIDI track and configure it like this:
Midi In => Midi loopback output port 1
Midi out => Your virtual sampler input
Each of the 16 numbers inside performance tools corresponds to a channel in wich your final sampler will be receiving information.
Obs: The midi loopback can be anyone one that provides an aditional virtual midi port. The virtual sampler can be anyone, since you respect the configuration above.