Did you buy the program or are you using the trial version. As far as I know, the trial version is limited and you may not be able to export to an mp3 file.
If you bought the program, then what exactly are your steps and what exactly is the message in Music Maker Live 2016? Screen shots would help.
BTW, if you did buy the program, did you download and install everything under Help, Update program/Upgrade functions, Download free synthesizer and Sound packages? If not, then do so.