Hey guys having an issue with Cubase!

Basically, I have created a piece on Sebelius, turned it to an audio file ( Mpeg and WAV), and now I want to import the audio file into Cubase.

I have done this, but some message box comes up saying that the file is not acceptable (or something like like that...).

Does anyone know what file it should be, where I can just put an Mp3 onto Cubase so I can play along with it and record?