bummer, the only way you can do it is to select each track and mix them down to single tracks. (Solo the track you want to export and then mix them down using the export function from the file menu)

this could prove a time consuming task if you have a few songs to do.

I don't know Cakewalk too, but I guess the bounce process should be similar to that in Pro Tools: I'd just solo the track and bounce it to a mono file of the same res and sample rate; at least that's how I did converting files from a Vegas workstation to import them in my PT rig.

Hope this helps

L.G.

The SONAR export to OMF and the subsequent import to Pro Tools worked great for me (the second time). There are a few options to select when you do the export, you may have to test a few of them to find the combination that will produce the file that will work.
Individual wav files will definitely work, and the steps for this are described in the manual, but if you can tweak the OMF translation you can save yourself a lot of time, especially if you have a few projects.

Good luck.

Did you try to export in the OMF2 format?
that is what Cake recommends.hope this helps.