After a report is displayed on screen, you have options for exporting the report to various formats.
You can click on the Export Report icon 
which looks like an envelope. This brings up the following window:
Leave the Destination as Disk File. When you click on the Format combo box, which contains several options, a few of which are displayed below:
Select the format and then click Ok on the Export window shown above. You then are directed to pick a directory/folder for the file to be copied to. The save to folder will always be a Temp folder several levels down in Documents and Settings. This is usually an inconvenient location, so you can change it to any folder you wish and change the name of the file to be created. A sample window is shown below:
