I think I answered part of my own question. I was trying to save it to export when in fact I need to save to save to export backup. That seems to clear up my problem. One other question, does export backup save all the accounts you have or is it only saving the one you have up at the time of the export backup save?
Export backup saves the currently open data set. If you have data sets that you switch between by using the File --> Open command it does not backup these when they are closed, but of course you could/would have backed them up the last time they were open.
I would suggest you examine the automatic backup options under the Preferences menu to ensure every time you exit or switch data sets a backup is taken.