What are you changing the tempo of? Which sequencer are you using - the internal or the external?
If you have the VST version of the editor open (not the standalone editor), that would lead me to believe that you're recording into a DAW and therefore able to manipulate the tempo of the track through that - or, if your DAW is slaved to your Fantom G, you can adjust the tempo on the G and it will affect your DAW.
You won't find a tempo adjustment in the VST editor (at least not as far as I know - and if you did, it would only affect the G). Tempo adjustment will be dependent on the adjustment of the MTC, which is how your DAW and the G will keep time with one another. You have to decide which is to be the master and which is to be the slave. If your DAW is the slave, then you can use the tempo controls on the G as you would normally. If you are using your DAW, you will have to set up your G to receive and adhere to the MTC it sends out. The tempo controls on the G will not be used.
Have a look in the 'System' menu under 'Sync' on the G. There should be a variety of options pertaining to this. I don't know which DAW you use, but in Cubase, there's a setup screen for 'External Sync' and a means of turning it on or off via the transport bar.
I'd like to be more specific but without knowing your circumstances, it's difficult to give you advice.
One thing to remember, though. If you are slaving the G to your DAW, and if it has the option to, make it transmit the MTC even when it has stopped. What this does is transmit your tempo details (time signature etc) even when the DAW is not playing your track. Obviously this is useful because it means you can try out things like an arpeggiator without needing to play your track.
