Uncheck any product you are not using or don't want to export - this will speed up the archive process, if you only want to export a few products, it is quicker to click on Deselect all, then select only the ones you want.
After you are done making your selections, click on Next Step
Choose a delivery method (send download link via email) and frequency (once)
Select your file format based on the type of computer you will be moving this data to:
.zip - Microsoft Windows
.tgz - Mac
Click on create export - note that this process can take several hours/days depending on size
When you receive the email, you can download the archive or forward it to your personal email
Once downloaded, you must unzip your files to use them. Right click on each folder created and choose Extract All.