What version of Premiere Elements are you using and on what computer operating system is it running?
There has not been File Menu/Export/Movie in Premiere Elements since version 7 to the present version 13/13.1.
What do you want to do? Upload video to Facebook, Vimeo, or YouTube or something else?
If you have Premiere Elements 11, 12/12.1, and 13/13.1, you use Publish+Share/ section to upload your Timeline content to Facebook, Vimeo, or YouTube. YouTube upload by this route has a limit of 15 minutes. If you have a large file for YouTube upload, then you export your Timeline content to a file saved to the computer hard drive. From the computer hard drive, you upload that file to YouTube at the YouTube web site using one of YouTube's extended time account. Those special accounts do not work in the Premiere Elements built in YouTube feature.
The File Menu/Export of these newer versions are used only for exporting/saving titles created in the program's Titler so that the saved titles can be used in other Premiere Elements projects.
Please review, consider, and give more details. If any questions or need clarification on the above, please ask.