I ran into a new problem yesterday. Had success with everything I recorded. I’m running Cubase LE5 with ALESIS interface. I’m recording autoharp music. I was trying to save My Chains Are Gone and You Are Worthy of My Praise. When I went into Windows Media player, You are worthy was not there and every time I tried to playback My Chains Are Gone, I kept getting a Bad File Name error or Windows Media cannot open up this file type, even thought I had no problems with 7 other songs. I used the same process and steps on all 9 songs. I tried deleting My Chains Are Gone and going back into Cubase to attempt resave on both songs, and same error every time.
Today I’m just going to erase both files from Cubase and start over from scratch. If I encounter the same problem, I’ll come back to the forum and see if anyone knows why this is happening.
Ok I’m back. I got My Chains are Gone to work correctly by deleting it and starting from scratch. When I saved it in Cubase as a .cpr file it automatically saved it to Windows Media in .wav format.
OK I repeated the same steps for You Are Worth and when I open up Windows media, I see the song in there. It’s a .wav file with 0-mb uploaded. OK I went back in Cubase, resaved the file. I open up Windows and it’s there showing 2:16 and mb that uploaded, but when I try to burn a disk, I get an error message on that song saying “bad file name” or bad path even thought when you look under Properties, it’s showing as the same .wav file format as 8 other songs. At a loss. I’m using proper naming conventions when I save. Does anyone know what’s causing this. I just burned a CD with the other 8 songs, left out You Are Worthy, and the CD sounds great. I played it back in my truck on its CD player and I was impressed with the way it sounded, even recorded in mono.
I’m back. I finally got You Are Worthy to save correctly. This time when I exported I saved it in two different formats, .wma and .wav to Windows Media. I’m not sure why it would not work before. Both formats work correctly and I burned a CD with the .wav and another using the .wma and both CDs work. I know one thing from my limited experience Cubase-it’s quirky, peculiar and contrary just about all the time. It seems like it has a mind of its own.
I never heard that saving a .cpr file in Cubase would automatically save it in WMP as a .wav file that the WMP can actually play. That is because a Cubase .cpr file is not an actual audio file. It is the file CB uses to store your project info such as midi and whatever else is needed for your project to work in CB.
For you to play your project(s) using the WMP you first need to export your project to one of the many audio file types the WMP can play. Typically exporting your CB project as a .wav, .mp3, or .wma will be able to be played by the WMP.
You might have set your WMP to automatically scan your computer (or a certain folder) and populate the WMP playlists. That might be why it is picking up a .cpr file and naming it as a .wav file that cannot be played.
Regards. 
.wav and .wma files both playback when you burn a CD. I’ve done it both ways. Cubase save your project in the Cubase folder as a .cpr file. When you export something from Cubase it sends it to Window Media Player. Windows Media Player assigns the extension .wav. If you go to your Music files in Windows, you can click on your .wav file and select Save As and Save it As a .wma file. I read on a tech website that the only difference between.wav and .wma has to do with the way it compresses your file. One is lossless and the other is lossy, but either will playback on any CD player. I’ve tried it and it work. I’m using a free Power CD burning software that’s easy to use.