Mixing problem

I can mix a song in Cubase and have everything sound great but after I make a mixdown and listen to it outside Cubase in Windows media player things sound way different, levels are off etc? Any idea why that is and which of the two should I go by?

Assuming you are listening on the same system then you should trust Cubase.

WMP has a host of enhancement settings that can seriously screw the sound, go into WMP’s setting and switch them all off.