Sorry, I suspect you are struggling with English conversion, but your request isn't too clear.
What kind of video do you want to compress? Is it internet resolution (like YouTube) or television resolution, or High Definition?
How is the video being delivered - that is, internet? DVD? Broadcast television?
After Effects is not an ideal tool for video compression if you plan to use temporal compression codecs for the internet or similar. Sometimes the best plan is to render uncompressed material from AE and then re-compress with another tool, such as Quicktime Pro, Adobe Media Encoder, Episode etc.
>Wouldn't it be nice if AE would allow direct export to Adobe Media Encoder (like Premiere)? Or maybe it does and I've just missed it. Still getting to know CS4.
You can use Adobe Media Encoder to render your After Effects compositions. You just have to open AME first (ie., open it from the Applications or Program Files folder), and then tell AME to open the After Effects project and the comp you want to render.
The advantage in this is that you can use AME to render your project while you continue to work in After Effects. The disadvantage is that AME CS4 does not provide all of the same file format or rendering options that you get in the After Effects Render Queue.