Thanks Mac. I'm on version 2012.5

I record audio, just putting vocals on the .SGU

In the Audio menu, I choose 'Render MIDI to stereo .WAV file etc'. This shows the 'Record to Audio file' dialog.

The checkbox 'Merge in Audi Track' is ticked. Do I then choose 'DXi - Direct Render (save WAV file)'?

This doesn't render the vocals.

Also, when I re-open the .SGU the audio track has gone.