I use FL Studio, so here's how my MIDI exportation works. First, make sure:
(1) You aren't trying to export MIDI into MP3
(2) You aren't trying to export non-midi sounds into a midi file...
Step one: Click Options, and put a check mark next to "Enabled MIDI Output"... That is all you need to have checked in this area.
Step two: Open Options > Midi Settings. Set Midi Mapper to Port 0, and make sure the other ones are not set to a port as well. If you have more than one set to the same port, it will probably say it is "in use" and will turn it off...
That's it. It should work after that. Put in your MIDI notes using Channels > MIDI Out, select your midi instrument, and write them in there. If you're copying notes from a real sound into this MIDI Out channel, just right click on the channel, copy everything, paste it into the MIDI Out channel, and then delete the real sound channel.... The settings are all flat when you start with a MIDI Out channel, so it is nearly impossible for the channel volume to be turned all the way down in the piano roll. Just turn up the volume with the little round knob if you need to. Make sure your MIDI volume is turned up in your volume settings too, for your computer. You can find that.. Start > Settings > Control Panel > Sounds and Audio Devices... I have it selected to "Show volume icon in the taskbar".. then open it, turn everything up...
Hope this helps.