Re: guitar pro, export to wave problem
If you've got an audio recording program (even Windows Sound Recorder will do it), get that recording first then press Play in GP.
However, if you're running on a laptop, you might not have an option to record internal sounds, or it might not support full duplex (playback and record at the same time and hear both).
Recording applications might add those features, or there might be a sound driver you can add to your system that does that.