Hmm. That's what I've already been trying (although I've been going through the File/Wave Files menu path). I get the same result: Wrong (default) VST patch through most of the rendered file, then at the end it starts playing some of the correct sounds.

Just trying to make sure I am selecting the right things: At recording time, I say "yes" to generating an audio track along with the midi track. Then when I'm trying to generate a wave file, I select all of those tracks to do a merge DXi and audio. Is this correct?