If the plugin supports an editor it is NOT the job of the host to connect the changes in the editor UI to the parameters of the plugin. It IS the job of the Host to supply a default UI for plugins without editors (but with parameters) to allow the user to
change those parameters.
If you're sure you're using the same instance (like Yuri said) for calls to Process (audio/midi) and opening the editor window, I would suggest you try another plugin (perhaps one of the samples?) to make sure its not a mallfunction in the plugin itself.
You can also try to set the parameters programmatically using the Get/SetParameter methods to test if the plugin respsonds to those.
Hope it helps,