Using East West's PLAY engine within Sonar

I apologise in advance for what will seem to most members of this forum to be an elementary question, especially coming from someone who's been composing professionally for over 30 years, but I just can't get my head around using PLAY within Cakewalk Sonar. Everything is fine just up to where I need to export audio - all the MIDI tracks have been successully recorded with all the keyswitches, aftertouch and everything, and all sounds great. But how do I get a wav file out of this? I've tried the obvious routes (Export Audio, Bounce to Tracks) but all I get is a message "the specified selection does not contain any audio data". If I do (rather desperately) a Select All, I am then able to create an audio track, but it's just a straight line, and my audio editor won't open it. Evidently I've got my Ins and Outs wrong, but I think I've tried every combination. I've also gone through (several times) the PLAY and Sonae user's manuals, and Scott Garrigus's Comprehensive Guide, but I must have missed the vital information. I'm using an M-Audio Firewire 410 audio interface. I was hoping to attach a screenshot - I'm not very good at this, but I'm hoping this will be visible: (Edit) Hmm, it doesn't work. It's a Flickr shared image URL - shouldn't it work within the tags?