I'm pretty sure that you have to do an OMF mixdown. YOu may want to put a beep or something for a marker so you can line up your tracks. Either that or you could mix down each track to a .wav file and load it into pro tools.
Even then the Pro Tools rig would have to be able to import OMF- not all of them can.
Best bet, though it takes a while, setting start and end points and bouncing each track as Echelon mentioned. Then all the tracks will line up in Pro Tools no problem. Or any other program, for that matter.
somebody wrote a script for cubase that wouls allow you to bounce down all of your tracks individually automatically. just set the parameters and walk away. i haven't had a chance to try it yet, but it seems very promising.