MixDpwm MIDI to MP3 on PA9 Problems

It sounds like you are wanting to convert your music to MP3? (To get to the actual point A to point B).
 
So that you can either listen to the music on Windows Media Player, or an MP3 player or IPod, or possibly burn the music to CD as CD Audio or MP3 Correct?
 
If that is the case than I beleive for starters you need to use the "Export" function which I believe can only export audio wave files to .mp3 or .wav files.
 
So what you will need to do is hook up your keyboard or drum machine or the MIDI Synth that is on your PC or Sound Card (Whatever way you are producing the actual music that the MIDI Note data is using) and, in the case of an external keyboard, use a patch cord and connect it to the sound input of your PC and then enable that input in Windows Record Properties by clicking the "Select" box for that input. Then choose a blank track in PA9 and set the properties for that track (2 track if you are using left and right and want them separate, or one single stereo track) but set the properties for Audio and not MIDI.
 
I don't know how to record an internal MIDI Synth device so I can only tell you the principles about recording Audio using MIDI Control of the Audio Source.
 
Basically you want the MIDI Tracks that you have already recorded to "Play Back" the same sounds that you were using for those particular tracks and you want to, at the same time, patch that Audio outout from the sound source into the input of your PC Sound Card or Live Drive, or Audio In/Out interface box you might be using (USB or Firewire). And have those blank track(s) set to "record".
 
Then start thr recording process with the MIDI as playback (non muted MIDI Track or tracks, I would do this one MIDI track at a time if you have multiple instrument parts unless you have the MIDI fully programmed already for multiple tracks and can play all parts at the same time in stereo).
 
Once you have recorded the stereo Audio track or tracks, them mute all of the MIDI anc click tracks and unselect the red record mode from the audio tracks so you won't erase them by accident.
 
Leave the Audio tracks unmuted so that the actual music that was recorded can play back by itself with no MIDI control.
 
The to export the audio to MP3 you want to click the Tools tab in PA9 up at the top and then select Mixdown Audio and then Export to File(s).
 
Click the Export to Files and a new window will open that allows you to choose a number of different formats like wav, real audio, Windows Media, and MP3.
 
Select MP3 and give the file a name (name.mp3) and you can also select where you want the file to be saved to. It defaults to Cakewalk Pro Audio 9 folder. 
 
When you click export you will see the activity bar on the bottom of PA9 and then since it's an MP3 a new window will appear that allows you to include text info onto the mp3 file prior to encoding the file from wave to mp3 (very slick for players that can scroll artist name, album and song title as well as track number, especially if you are making several mp3 songs as a playable album with track numbers).
 
Hope that helps.
 
Also if you are using an internal sound source then you will need to patch out (output) of the sound card and right back into the sound card (input) to record the Audio that you need.
Actually I can't really say for sure that you need to patch out of and right back into the sound card. I have never used an internal device so I don't know if the actual patching is done internally rather than physically or not.
 
An external device such as a keyboard (synth or workstation that produces it's own sound and is fully MIDI capable) or a drum machine simply needs to be patched into the sound card.