Ok, there should be options in your menu's to be able to 'Author To Disk', or 'Export To File' or something similar. I don't use Video Studio personally, but most packages are based along the same lines
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Checking the manual, or the site below, may help you out:
http://www.ulead.com/learning/vs.htm
I will move this topic to small talk, you can then post a new topic in the Media board, once you've sorted out your file
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Regards.
DJM.