Which version of Lightroom are you using. and Where are you exporting the file?
Make sure you have specified a valid location under "Export To".
Also,Pictures you are trying to export should not be missing from the catalog.
You can export it to Jpeg by selecting Full sized Jpeg (if you want Quality close to DNG)
Nope. Wont work I don't get why it wont work. I have a specific
folder. And I want it to export into a jpg. And I have it selected as a
jpg. And it says every time the file could not be written.
Try exporting to another folder or better, another drive (even thumb drive). Work?
Could be a permissions issue or even a drive issue.
What is the name of the directory you are trying to write to?
Using Finder or Explorer, make sure you have READ and WRITE access to the directory.
And it says every time the file could not be written.
Change the Write permissions of the destination folder via your (Mac?) operating system.
If you'd simply searched the site for the (exact) error message, you'd have found hundreds of posts explaining this problem.