Take your cutting out of the water and lay it with the stem in, and that root on top of some moist potting soil in a small pot. There's a reason they call that an "aerial" root - it likes to be in the air! Mist the little plant with a spray bottle once in a while, or make a little 'greenhouse' out of a plastic bag, inflated over the pot, and secured with a rubber band or something.
Also for future reference, there is no need to change the water when you are rooting other types of cuttings in water, and in fact sometimes it deters the formation of roots. Many plants secrete their own rooting hormones from the cuttings, so when you change the water out too often, you discard that beneficial stuff the plant has been producing. Only change the water if it gets murky or stinky. (those things indicate bacterial growth)