Cakewalk 9

I am using Cakewalk 9 to make some MIDI files, and I had seen some WAV file support stuff in it before...so I went to the help files to see how to export my MIDI as a WAV. It said this:

To Export Audio to Wave File Format

1. Select the track or tracks you want to export.

2. Choose Tools-Mixdown Audio-Export to File(s) to display the Export Audio dialog box.

3. Select Wave from the Save as Type list.

4. Select a soundcard or soundcards from the list in the Source Bus(es) field.

5. Enter a file name and click Save.

The audio is exported to the Wave file.

However, when I go to the Mixdown part of the Tools menu, the Export to File(s) option is greyed out, and it will not let me click it. I cannot figure out why...it is a full version of Cakewalk 9...not some trial version...

Does anyone else here have Cakewalk 9, and have experience with this? Know why the option has been disabled?