Yeah, Cubase will export Mp3s. Pro Tools needs the Mp3 export plug-in to drop Mp3s, but you can convert wav files into Mp3s using itunes and since Wave-->Mp3 is lowering the quality, it really won't affect the sound as far as most ears are concerned.
I'm not sure about the new features of Cubase 4 because I have been building a Pro Tools rig for awhile now and stopped at Cubase SX 2.0. Pro Tools is very intuitive once you get used to it and with quick key knowledge I believe that you can work faster than many if not all programs out there. However, it is really expensive and the licenses for plug-ins that I've purchased have overshot the cost of the program by miles. I finally have no cracked software (My first one was a crack - Cubase VST lol) but with Pro Tools it took me quite a bit to get both the hardware and software up to where they need to be.
As for the errors, they shouldn't happen unless you are using something that is not supported like a Turion processor or Vista 64 bit. Granted, I think it's dumb that they don't just figure it out and solve the problems of incompatibility, some certain computer systems and operating systems give them too much trouble to even consider.
Definitely write down the error codes that you are getting and search them on the Digidesign website because hopefully it's just something simple. Lastly, if you are just fed up with Pro Tools and have given up, remember to check out current Cubase features because you might just be getting yourself another blank slate program. I would suggest giving FL Studio a shot because it's pretty cheap and it comes with a ton of plug-ins, but if Pro Tools is confusing you in general with its operation, you might want to check out other avenues.
Just know that recording software, on a professional level is not easy to learn. It really takes practice to get good at. The idea is not knowing where to find a menu item or how to locate a setting, it's knowing the quick key for it so you don't get slowed down while making music. There are years worth of available courses to learn and master Pro Tools, but honestly, they are overpriced and the manual, quick key shortcut list, online videos, and lots of practice will do the same thing.
Cheers