...I'm not sure what part of Wolfie's tutorial you are referring to...

For exporting meshes it's fairly simple and straight forward-

"Select your rock or mesh and click the chicklet to bring up the edit mesh dialog. Leave everything here alone (unless you want to alter it before exporting). Press CTL-D (this is an easter egg). If you don't have the Edit Mesh dialog up, CTL-D will duplicate the rock or mesh, inside that dialog, it brings up a SaveAs window. Choose your file format and click save."

Your save choices are: OBJ, 3DS, COB, etc...

To get the texture maps of the Mesh do this-

 "simply open the Material Editor (ME) and then open the Photo Library by clicking on the pink button ( ) above the channel that contains the image. Click the button below the image. Open your favorite image editor (PhotoShop or Paint Shop Pro for example) and Paste the image in from the clipboard. You will need to do this for the alpha channel as well."

...so once you have saved the various texture maps- you will have to manually re-apply them in Vue, of course. I place these in the same directory as the exported mesh and when I am finished re-mapping it in Vue- I save it as a VOB- and Voila!- your Bryce mesh is now in Vue and will (or should) look almost idential to how it looked in Bryce..