I guess you simply opened the assembly (.sldasm) and then directly tried to export, am I right?

In that case, you have to create a drawing first. I don't have Solidworks available right know, but I should be more or less like this:

1: Go to File/Create drawing from assembly (or something like that)
2: Add all the views you need
- Go back to your assembly file and move/rotate your view how you like it
- Swich to the drawing and insert new view (There should be an options which says something like "current view"
- Repeat these steps until you have all the desired views
3. Export the drawing (I guess .ai or .eps should work quiet well)