I am having the same problem as the original poster. I was trying to do a tutorial from this website when I discovered that when I click the submenu within the Vanishing Point window I do not have any export options.
I am running Photoshop CS3 on a Macbook Pro 2.33g Intel Core 2 Duo with 3gig Ram.
I tried reinstalling both After Effects and Photoshop but it has made no difference. The only options I have in the menu are:
Show Edges
Show Measurements
Render Grids to Photoshop
Allow Multi surface operations
Clip operations to surface edges
The last two options are greyed out.
Hope someone can help!!