When you export, there is a section at the very bottom of the export window, called "Post-Processing." This dictates what Lightroom does after the export is complete. Lightroom is trying to use Windows to execute an external program, and that is failing because the file isn't found.
How is your Export Dialog set? It may be that you are asking Lightroom to run a non-existent program:
If you drop down the list for "After Export," you'll see a variety of options including perhaps "Show in Explorer" (mine shows Finder, since I'm writing this form a Mac), "Open in Adobe Photoshop CC 2014," "Open in Other Application..." and "Go to Export Actions Folder Now."
Let's hear what your setting is, and we can work from there to fix it.