How do I render Audio with Video?

Blender 2.44
I am using the VSE to put images and some video together with an audio track.
Is it possible to render a video file combining the audio with the video (using the VSE) ?

I can playback the video together with audio in the VSE, but I can’t see how to render both together.
I can simultaneously render the video and audio to seperate files, but not together.
Do I need a seperate app. or is this possible in Blender?

It is possible with ffmpeg, but all other formats it is not. You need an outside program to interlace them (VirtualDub, Audacity)

Thanks for your reply.
It worked ok with ffmpeg

Also, with ffmpeg, you can export to other formats such as .avi, and I think .mov.

yes. FFMPEG is a standard. Click on the Video tab and select the codec you want to use, such as Avi or Qtime (mov).