Instrument Changes and Soundfonts

I have been using different soundfonts for instruments for a little while now, and I've come across something. When you change an instrument using the Change Instrument text midstaff, you can't seem to use any soundfonts. For example, I'm putting in a part that switches between Flute and Piccolo. The main part is set to Flute, so in the Mixer, it says it's using a flute soundfont, which makes complete sense. But when I apply the instrument change to the staff, it does change the instrument when you right-click and select Staff/Part Properties, but you don't get any sound whatsoever. And even after I apply the instrument change, the Mixer still says that the soundfont is a flute soundfont. What do I do?