First of all, please don't turn on Caps lock. It's more likely to get you ignored than to get you help.
Secondly, you don't export videos in AE, you want to add your video to the render queue.
Thirdly, since you are new to AE, you should really start here first: http://blogs.adobe.com/toddkopriva/2010/01/getting-started-with-after-eff.html
It's a set of free resources that starts you off in AE and covers all the basics. AE is not a program that you can just charge into and figure out. If you want to avoid frustration, you will click that link and go through all the resources it provides.
Sorry, I forgot to provide this link in my second point: http://help.adobe.com/en_US/aftereffects/cs/using/WS3878526689cb91655866c1103a4f2dff7-79f3 a.html
It covers rendering videos from AE. But, like I said, you should really start here first: http://blogs.adobe.com/toddkopriva/2010/01/getting-started-with-after-eff.html