I create .mid files from CWHS 6 for use on gigs with Windows Media player.  I use a Yamaha Motif Rack XS for the sounds.  Problem: Arpeggios will not play with the mid file in WMP.
 
I can use the Arp function with the XS rack no problem in the CW Daw or connected keyboard, but after (creating) exporting the .mid file and playing with WMP, no arpeggios.  
 
Is my .mid file missing something?  Or is WMP not sending a midi clock?

I am unclear about your setup, but here is my hunch.
 
Where is the arpeggio function in your signal path? I am assuming it is being triggered in CWHS 6 (as an effect), which means that if you offload the midi track there is no arpeggiator "in the loop." In order to get WMP to see the arpeggios, you would most likely need to "export audio" to a wave file so that the arpeggios are included.

I believe mettelus is right.
If it's an effect in the FX bin, that's a Cakewalk effect and won't play in WMP.
In your project, select the track with the arpeggiator in it, click Process>Apply MIDI Effects at the top. That will permanently apply the effect to the MIDI track and be exportable that way.

The answer on the motif forum was that WMP doesn't send a midi clock, but I'll sure look into what you guys said.  
 
Perhaps I should start another post.. but I'll try here.  For those of you who use CW to create backing tracks, what do you use to play them live?

I play all my midi tracks live using a Roland JV1080. Using a 2 channel midi-merge unit I can still use my keyboard on a spare midi channel or play it alone.