You sort of using the wrong terms.
Exporting = you tell Sonar, which is in a multi track format, to mix down to a 2 track format. This can be any number of 2 track formats including Wave or MP3 formats (if you have the Lame encoder installed.)
Converting= You have an audio format and you convert it to another audio format. Example, A standard Wave file can be converted to a MP3. For that matter an MP3 can be converted to a wave. Wave and MP3 have all sorts of variations on bit length etc. You can convert a 48/ 32 Wave into a 44.1/ 16 for CD burning.
You should try a wave editor for this as they do batch conversions so you can do a whole album in one move. I use Gold Wave for MP3 convertion. Sonar does not come with the encoder anymore but you can purchase it or add it somehow. I just use Gold wave because it's way simpler.
Sonar works using standard wave files at what ever clock rate you chose , 44.1, 48 , 96 and so on, and at 32 bit floating point. So if your recording at 48 you can still export to a 2 track wave file but it will be 48 / 32 which might not play back on other software ( like Media player ) So Sonar sort of converts as it exports if you ask it to using the export options. I for example always export @ 44.1/ 16 bit.
I fine tune the song ( master) using WaveLab.
I burn CD with Nero
I then use Gold Wave to convert to MP3.
I then go off and listen to the CD in the car and the USB / MP3 on different systems.
Most fine tuning can be as simple as opening it in Wave Lab again for a little EQ or level adjustment.
PS: I agree with the others the minute I saw your picture and then the diagram. Those glass nick knack shelves have gotta go. I like the idea of hanging a quilt of nice looking fabric in front of them.
You want your listing environment to be as equal distant as possible. Lob Sided possition will result in lob Sided mixes.