Mixing down/exporting problems

Hey guys recently bought x1 studio, having some problems mixing down projects for cds etc. In previous cakewalks i would just go file>export>audio, select windows advanced streaming format, save to desktop. Not the greatest quality mixes but good enough.
 
Now when i do this i get the error message ' No windows media codecs are installed to support your current format'.
 
I'm not the best with computers, but if my media codecs were good enough for MC5, whats up with sonar? Its all cakewalk right?
Any ideas why this would be happening? Prob something simple for you guys

Everything exactly the same, same windows (vista), installed as per instructions with the cd. Still works fine in MC5.

Not running 64 bit its 32 im pretty sure, how can you tell?
Everything is stock from the shop.
If i cant perform this function it pretty much renders sonar x1 useless to me, maybe it was a waste of time upgrading from MC5

Please list your FULL system specs, that might give us a clue about what's going on.

Also, can you expand on what "windows advanced streaming format" is? Someone else might know but I can't say I've come across this one before.

Nothing wrong with my system i dont think, this is definately operator error, i dont know
much about producing music, just love playing it.

My "specs" are a laptop with windows vista and a cakewalk V-Studio 20...and a guitar.

previous cakewalks - MC5, as in cakewalk music creator 5. Before that, cakewalk music creator 4, and 3 and so on.

The problem has something to do with bit depth. Dont know much about it but it sounds like the bigger bit depth you have, the better quality the end mix...correct me if im wrong (very possible). Sample rate always 44100. Should i use more?

If you have sonar x1 on windows vista and click file>export>audio you get the box where you select your format, sample rate etc. WMA or "windows advanced streaming format" is one of the formats you can select and is the only one that ever worked for me in MC5.

I tried 'WAVE' just now and it works. I think the problem was that i was trying to mix down with 32 bit depth, this must not work with WMA files, it does however work for wave files.
I must of been using 16 bit depth when mixing down previous to purchasing sonar x1, which works for WMA files... i hope this is making sense. MP3 doesnt work, i dont have the encoder and the 30 day trial version doesnt work either.  I always export to desktop because its easy to find. 

Kalle, what is the 'normal' way to export? What bit depth and sample rate should i be using?

Im pretty sure i work in 24 bit, or at least, i want to be. My projects consist of one drum track (instrument track) made using tts 1 and with the Piano roll all other tracks are audio through the vs20.

Thanks for any advice your willing to give

My bad...totally...I did not recognize the "Windows advanced..." as .wma. :o/ (Sigh) In my tiny head I've always thought it's something like "Windows Media Audio". As you can guess, I've never used that format in export.

Anyways...your workflow description helped to find the answer.