White noise produced upon export?

Hi all,
I did a noise removal to a file in Audacity. Then I did:
Select All-> Export as .wav

When I open the new .wav file in Windows Media Player, the White noise somehow comes back. This is also true when I put the file into Sony Vegas for video editing.
So my guess is it creates some kind of white noise upon exporting into a .wav. Has anyone else faced this problem?

Thanks for the help!

Exporting as 16 bit will introduce a tiny bit of “dither” noise. (less than -80 dB rms).
This is usually only noticeable if the audio level on the track is far too low, thus requiring very high playback volume.
To avoid this completely you can export in 32 bit float format, which allows extremely low level audio to be reproduced in extremely high quality.
To export in 32 bit float format, use the “Uncompressed Export Options” http://manual.audacityteam.org/o/man/wav_aiff_and_uncompressed_export_options.html

Alternatively, normalize the track to 0 or -1 dB before exporting so as to make full use of the dynamic range available in 16 bit. http://manual.audacityteam.org/o/man/normalize.html

(Note that not many other programs support 32 bit float format, but exporting in 24 bit WAV will provide much more dynamic range that 16 bit and is supported by most audio editing applications. 16 bit WAV is supported by just about everything but has a dynamic range limited to about -90 dB without dither, or about -110 dB with dither).

That’s very helpful. Thanks for the advice! I’ll give it a try.
Cheers!