The file->export command is only available for outside meshes, rocks, and terrains(that includes lattices) for exporting into a different format(such as obj). To export bryce-only objects to obp, click on the little triangle beside the create menu, add your object to the library, preferably in the users section, which you can get to by clicking on the scrollbox on the bottom left. After you add the object to the presets by clicking the add button(who'd a thought?), you can export it by clicking on it's preview and clicking export.