Bill it could be a number of things causing the prob. You have to solo the tracks you want to use for the mix down. One of the most common probs is that you have to set up a file prior to starting any new project and everything is automatically saved to that file. It does it every couple of mins automatically. That saves any accidental erasing or crashes etc losing all your work. You also have to select the appropriate devices and inputs and outputs so that you are actually sending things properly and to the correct places. I can imagine all sorts of probs for someone not knowing their way around that side of the program. My tip for a simple fix if you cannot figure out where you are going wrong with Cubase would be just export it as midi and use a midi to wav/mp3 converter program to change it to audio.
If you want send me the file as midi and I can change it to wav or Mp3 for you. I can also use any soundcard you want (different soundcards produce slightly diff sounds) EG. A Yamaha piano sound is diff from a Roland although they use the same midi file.

http://www.soundclick.com/bands/songInfo.cfm?bandID=687727&songID=5238055