Hi! Highly suggest checking out the Digidesign User Conference
http://duc.digidesign.com/
Just hit the "Pro Tools LE For Windows: Digi 002, 002 Rack, ...." section. Most of the lurkers there are quite helpful.
I have an HD3 (TDM) system, and a Digi001 and a Digi AMIII. Love em all. If I want to run Cubase SX or Nuendo, ASIO driver works fine for me. Only thing I have seen so far is some have problems with certain Firewire cards or onboard Firewire ports for certain motherboards. If you browse the posts, and do some searchs, you should find quite a bit of user experience with the 002 on Win XP machines. Keep in mind most of the posts will be problems, simply because it is quite rare for someone to post when all is working fine for them. If you do not see your particular computer setup mentioned, post full specs, and ask if anyone has tried it with a 002/002R. I know an award winning engineer that uses an 002r with Win Xp (in addition to the bigger TDM systems he works on), and he is very happy with it.
What would the external mixer be for? 002R has 4 mic pre's, so if u want the Behringer for mic pre's, there are better solutions, IMHO. There are 8 line level in's as well (total 8 in at one time however, assignable in software). If it is for mixing FROM Pro Tools down to a multi-track unit, then I could see it. I mix "in the box," and have no problems. Only thing you would really need is a way to control the output of the 002r to your monitors. What are you using for monitors? Solutions for that as well.
My studio has no mixer, just a HUI (Mackie control surface, originally created specifically for Pro Tools), and I rarely use it, as after years of using PT, I am faster using keyboard shortcuts and a mouse. If you are looking to submix more than 8 inputs at once to be able to record them with the 8 in limit, I can see that then also. I have 196 patch points goin on, with most often used connections normalled. Nice and clean, works like a dream, and that is coming from years and years of running traditional desks (mixers). Wouldn't go back if I was paid to....
I also have Nuendo 2 and Cubase SX. Have not had to fire those up in over a month. PT is just very powerful, has a nice, streamlined interface, and is rock solid here (TDM and LE, both on Win XP machines). Very few windows to deal with (check out Digital Performer {for Mac only}, look at the number of windows they have! Totally insane to me). I basically spend my time using a keyboard shortcut to switch between the Mix and Edit windows. Unless you have a need for advanced MIDI composition tools, PT will do it. And even then, with the 002R and since you already own Cubase SX, do the MIDI in SX, and then simply import the MIDI tracks into PT when ready for all the audio.
If ya need more help or info, please feel free to ask, on forum or off.
Nikki
