pleaase help me - MIDI saving with piano sound? (XL)

Hey, I have a song set up with all my sequences and everything..basically, I just want to know how to save to like a .wav or something onto my flash card so that I can play the song through my pc. I'm not sure if i'm supposed to do "save a sequence" but when I saved it as that the only choice I was given was MIDI and on my computer for some reason it plays as a piano sound which I didn't even put in there.

What do I do? I read through the manual but I'm still stupid.

thanks

youll have to record it via the analogue or digital outs.