What version of Premiere Elements are you using and on what computer operating system it is running?
For now I will assume Premiere Elements 12.1 on Windows 7, 8, or 8.1 64 bit.
The export options are found under the header named Publish+Share.
a. Go to Publish+Share/Computer/Windows Media
If you need recommendations on what to use for "Presets" and/or the Export Settings under the Advanced Button/Video Tab
and Audio Tab, please do not hesitate to ask.
Many users run into problems in the "Computer" area since al that is seen is
Adobe Flash Video
The Windows Media choice and others can be seen by scrolling down the list with the scroll bar to the right of the list.
An alternate to the scroll bar, is to select Adobe Flash Video so that its panel is a blue color. And, then you the down and then
up arrow key to go down or up the list to find your choice.
Please review and then let us know the outcome.
Premier Elements 11 is what am using on a Windows 7 64bit.