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After authenticating Sinfonia or RMS Coach, open up the program, go to the Tools menu and select "Export to RMS Mix".
Take note of the currently selected song. The export process will start there and then proceed to the end of the show. So if you want to export the entire show, make sure the first song in the Songs window is highlighted. If you want just a portion of the show, start later in the list. Or cut and rearrange things to create a custom playback.
If you have yet to purchase RMS Mix, you may now open it up (there should be a shortcut on your desktop) and send a purchase request (just as you did for Sinfonia/Coach).
This short video tutorial might also help.