Thunderstone - some things that may help you:

Delete the whole old Luxrender folder and drop the new one in where you had the old one. I don't know anything about the SSE versions because I never use them. I use the regular 32 bit NoOpenCL on my machine that doesn't have a compatible video card and 64 bit OpenCL version on the quad core machine that does. I don't think it matters to the exporter which version you use as long as it's a recent version.

The exporter will not launch Luxrender. You have to export your .lxs file and then open the .lxs file in Luxrender after you've manually launched it.

Take some time and go over the manual. Not everything is in there that will ultimately end up in the manual - Snarly is fast and furious with the upgrades ;). But it does go over some core things that may be of help to you.

Laurie