First off, I would import your mix to a stereo interleaved file at the same settings you are mixing them at, but do not have Cubase import them to a new file within the project. Take the new stereo file you have made and load it into a new Cubase project with NO plugins. Does it still sound different? My bet is that it does not. It should sound exactly the same. At this point, use Cubase to convert the file to 16 bit 44.1khz. There should still be no plugins inline and the file should still sound virtually identical. At this point, make a CD an listen to the CD somewhere else. If it sounds different now, than either your CD program is doing something to the audio, or else (the most likely thing here) you are having problems with interpreting how your monitors sound compared to how your mixes need to sound in order to be ready for general playback. This is a common problem and you will need to use other systems as a point of reference to make adjustments and learn how your monitoring chain translates to the real world.
As far as the comment above about the noticable loss of quality between 48khz and 44.1 khz, this just isn't true or else you are having hardware issues. There should be only the tiniest quality difference between 48khz and 44.1khz and it should be virtually unnoticable. How something is recorded and mixed is MUCH more important than whether it was done at 48khz or 44.1khz.
Another thing that many people seem to not realize is how much different applications and hardware (especially consumer stuff) will change things and how they sound. If you are listening to your CD through something like windows media, itunes, winamp etc... thorugh a stock sound card, there is a good chance that your software/hardware is processing things. There may be EQ's running in one or both, 3D stuff, volume differences etc... that affect playback to make things sound "more impressive". Even your computer speakers might have some sort of application running in the backround to make them sound "bigger" to counter for their lack of quality. Even with this stuff running, you can still use these as tools for comparisons, but it is very important that you listen in an accurate fashion. Basically, it is not fair to compare your mix running through Cubase (no processing, and from a file) to a commercial CD running through a media application which may be processing the audible result. If however you want to make a CD of your file and run it through that same exact software/hardware chain then that is an accurate comparison. Remeber that with a lot of consumer software and gardware there are internal seperate volume controls for CD and for wav files. This often can result in your CD being played back at a much different volume than a raw .wav file would be and can make the CD seem that much more "powerful" and leave your file sounding weak and sissy.
