I did the same thing. I was trying to export things besides terrains, so I grouped a sphere to a terrain, then exported it as three different types, then opened them in other apps, but all I got was a terrain. If the object has the 'E' (edit) function available, click it then hold ctrl+d and click the check on the edit window. This brings up an export dialog. Now can someone tell me why the hell Meta hid this VERY important function, and why the export options are so limited? That's gotta be the single most non-productive 'bug' I have ever heard of.