Yeah, that is only reason I have kept my PA9 CD although I don't know why. I never have used the export to MP3 option.
The documentation supplied with SONAR also covers adding an external encoder.
Rather than encode directly to MP3, I prefer to create a WAV file so I can audition the mix before smashing it to an MP3.
edit: getting used to embedding HTML tags manually (thanks to toxic mix of CW forum SW and Firefox)