Lots more information needed to go from a generalized answer to an answer specific to your situation.
Generalized, you export your Timeline to .mov, mpg(mpeg) via the Share section of Premiere Elements. In version 11, that area is called Publish+Share and, in versions earlier than 11, it is called Share. Under these headers are the choices of QuickTime for ",mov" and MPEG for "mpg, mpeg". There are other choices as well. And there you decide on your export settings. Lots of necessary details.
So, I would ask:
1. What version of Premiere Elements are you using and on what computer operating system is it running?
2. What are the properties of what you have on your Timeline and what did you or the project set as the project preset?
3. What are the properties that you are looking for in your export. This export is more than just a file extension (such as .mov or .mpg/.mpeg). Video and audio compression, frame size, frame rate, aspect ratio, etc are all part of the mix.
So, please fill in more details and we will make suggestions to get you successfully the export that you want.
Please do not hesitate to ask if you need clarification on anything that I have written.
As an add-on to ATR's suggestions, when in the Share, or Publish+Share Panel, after choosing Computer, if you do not see the file format, that you want, look to the right of that Panel for the little scroll bar. It does not stand out, so can be easily missed, but with it, you will reveal many more formats to choose from.
Another scenario is that brlaser is using Premiere Elements 7 which has a File Menu/Export/Movie route as well as Share OR that brlaser is a former Premiere Elements 7 user in search of the File Menu/Export/Movie route that disappeared after version 7.
Lots of possibilities, including the possibility of brlaser not scrolling down far enough to see all the exporting opportunities in a possible Share or in current version Publish+Share area..
Answers will be in the necessary details to follow from brlaser.
Add On...Hunt I just saw your screenshot to help in the likelihood that there is a scrolling to see options problem. I doubt it since MPEG is one of the formats being asked about. That would have been see right away. QuickTime is another matter since it is further down the list.
I agree. Earlier versions had slightly different Export/Share/Share+Publish Panels, and choices.
With later versions, that scroll bar could come into play, and especially with PrE 11. Seems that Adobe's GUI design team is working to "hide" that, and are doing a pretty good job with it.
As a personal aside, I liked the old layout in PrE 4. Seems that fewer users got confused with that - simple, and complete, but it was deemed to not be "streamlined" enough, and from that point on, confusion set in. That old scheme came directly from PrPro.
When the OP returns with their version of PrE, we will know exactly where to direct them.