I just skimmed through this thread but I didn't notice that anyone answered racer's question about Cakewalk.

The reason "export to audio" is greyed out in Cakewalk when you have a midi file up, is probably because you don't have a "full-duplex" sound-card.

OR

You don't have the "what U hear" (sic) checked for recording in the windows mixer.

Let me know if you need more info...

~ Jande