Thanks for your post. Please check whether you have highlighted the timeline before selecting export option.
OP said "FinalCutPro something but I want to save it as an AVI"
If "FinalCutPro something" means the person is on a Mac, is a Mac able to export to AVI?
The final cut pro xml and AAF options are for windows machine too, the operating system cannot be determined by the above post. But, if the person is on mac then the export in avi option will not be available.