You can't export objects from Bryce. I believe that only terrains can be exported. That's why people make objects from lattices and terrains.

In version6.1 they added a new feature where you could export booleaned objects. I just tried it and it works like this:

take a sphere and make it positive in the A (attributes). Make another sphere and make it negitive in the A. Move them together so they overlap and group them. The negative sphere will cut out the positive sphere. You now see a C next to the group. You can now export this object. You can also still export terrains and lattices (which are double sided terrains).

Places like Renderosity.com, 3dcommune.com have busy Bryce forums. You can find lots of help and work=arounds there.