I don't know the program, but basically, when I work with cubase, I have to get out of the computer to get back in and burn CDs.
To do so, I use a minidisc recorder, to stay in digital world, and to get less quality loss. Actually, it adds some EQ that I appreciate.
I record tha song (I just play the cubase file) than get back in and record the minidisc with cool edit...