Save SONG or SEQUENCE to WAV file

Well I found this viewtopic.php?f=25&t=104106 topic and I wonder if I can do that on my MPC 2000 Classic too.

And if not wich DAW shoudl I buy?

If you want to go down the DAW route you could do a lot worse than check out Reaper. You'll see it mentioned a fair amount around here. It's cheap, but the unregistered version has no constraints and no time limit - you can try everything and then if you like it, you can buy it. Or maybe you'll just discover if the DAW approach is right for you or not, and it won't cost you anything.