Try this: Select all your tracks and "Bounce to Track." This will create a new track in your project that represents your mix.
Solo it and listen to what it sounds like. It should sound like your mix, but lower in volume because your master fader will probably be down somewhat to accommodate the levels of all the tracks. If you turn the master up, the sound should be the same.
If the mixed sound is NOT the same, then there is something set wrong in the export dialog. If the sound IS the same, drag the clip with the mix to your desktop and play it back through something else (burn a CD or whatever) and report back on what happens.