EDIT: Hah, I just realised why, I have my other keyboard hooked up to it(to use the mod wheel, why Yamaha why no mod wheel? :P) and it is faulty and sends out random velocity messages, I can stop these in Cubase but is there anyway to do it on the DX? Block velocity messages?

You shouldn't have to block velocity messages, at all. That MW should not be sending random velocity messages (really?) ... You should definitely have that investigated.

Velocity is a value that is sent with the Note-On event. So while you cannot filter out velocity messages with the reface DX, you can make an Operator non-responsive to changes in Note-On velocities.

Press [EDIT]
Use buttons [1]-[4] to view Operatir 1-4 parameters
Repeatedly hit the numbered Operatir button to toggle through the various screens. The radio buttons in the upper right corner of the screen indicate what screen you are viewing. There are three screen under the Operatir buttons.

On screen 2, find "Vel S" (Velocity Sensitivity).
When set to 0, increasing your playing velocity will have no impact on the output result.
The higher you set this value the more effort you will need to expend to increase the influence of this Operator.

If the Operator is a Carrier (number appears in a square on the top line, center) velocity affects change in volume.
If the Operatir is a Modulator (number appears in a circle on the top line) velocity affects a change in timbre (harmonic content).

Hope that helps.