Pro Tools LE also has no OMF option built in. I'm not even sure TDM does, but I know it can be purchased for any Pro Tools system. Maybe the "hotshot mixer" has it.
If your version of SX doesn't have OMF export, its pretty easy to just select the entire song, solo 1 or 2 tracks at a time, and export them a few at a time. Just make sure all effects and automation are off and that you set each track to unity gain.
Take care,
Chris