I thought the manual documented that particular step. You can export things in Bryce 4 using the procedure that Matt mentioned, but I've never successly exported something in a format different than what it was imported as. In other words, Bryce doesn't work very well as a translator. Also Bryce doesn't export things grouped or booleaned in Bryce. You can't import two items in Bryce, group them and then export them. I'm not sure what modifications one would do to an object in Bryce that couldn't be done better in a native modeller, so the real question might be, exactly what are you trying to do? Bryce 4 also exports all of its terrains (and probably lattices) It seems .3ds export is the most volatile and .obj format the most likely to succeed.