Depending on what your exporting, Bryce will export terrains and lattices by selecting the object and going to File/Export Object, Or you can export Bryce object Presets (.OBP)or Materials(.MAT) and Skies(.BSK) by selecting the preset and clicking export. If your wanting to export a 3D Mesh(.obj,.3ds,.dxf, etc.) select the object and click the "E" next to the model to Edit/Smooth Mesh. When that small window appears hit CTRL+D or COMMAND+D and Save As window opens, choose the format you want and hit save.