For simplicity sake, use Windows Sound recorder and we'll see how it goes from there.
Try this:
1) Open Sound Recorder
2) Click on "Edit" and then click on "Audio Properties"
3) Check that your soundcards for "playback" and "recording" is the same
4) Click "volume" under Sound Recording and make sure that stereo mix is checked and bring its volume level up.
5) Play your midi song using guitar pro
6) record using sound recorder
The file you are recording will be in WAV format. It should work
If I try to export it as a wave right out of guitar pro, it says to select the device, and all that is in the list is "line in"
Of course it is a silent file because there is nothing coming in from Line In for the software to record. Im not saying that you should plug your headphone out to line in.....but if you wanna convert directly from the software, it should have options like "stereo mix" or "Microsoft GS WAvetable Synth" Check the software's "Preferences" option.
**disclaimer** im suggesting this solution based on software/internal routing issues and NOT hardware issues.**
let me know if it works (or not)
EDITED: Oops!!!! i missed your earlier post which you mentioned that you've already tried to adjust the settings for recording but nothing appeared. Sorry abt the long-winded but redundant post. Oh well, try my suggested solution anyway for the heck of it.