Copy and record a mix of Audio and CD+g tracks

[Songbird]

I cannot get this "sound effects" wave file into a CDG file- NO WAY - NO HOW!!!
In Karaoke Pro I have clicked on ADD MUSIC and NEW PROJECT. My file comes up as a .wav file just fine. BUT "Export to CDG" is not highlighted so I cannot use that option. I tried "save as" and it saves it as a Karaoke Pro Project .KPR What good does that do me?
In Microstudio I have tried to import this .wav file and it does not show up on my hard drive [doesn't matter if I select Import tracks as CDG or WAVE]!
Under custom assembly it does show up on my hard drive as .wav if I select Audio under "select disk format" It must have something to do with the fact that this is a "sound effect" (for a schoolbell) that I downloaded from a FREE sound effects web site - I don't know - maybe that's the problem.
AT ANY RATE . . .
I HAVE OFFICIALLY GIVEN UP!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!