Evidently there's a bug related to certain OSX versions. There's a fix on the way but in the meantime you can get to the export option.

@unknownuser said:

that pulldown, which is too long to fit in the space, below the Templates folder, is the Format pulldown. DWG/DXF is the last of 4 selections on that pulldown. Hit tab 4 times, then hit space bar (to select that pulldown), then type the number 4, and type Enter. You’ve now selected DWG/DXF. Hit tab, then space bar, to select the option menu. DWG/DXF options should appear. Make your selections, hit enter. Now you can click on Save and it should save.

@unknownuser said:

One thing this presumes: that you’ve got “All Controls” set in System Prefs ->Keyboard->Shortcuts (at the bottom of that panel). You can toggle it on or off anytime using Crtl-F7. If you don’t do that, you wont be able to get to the Option button.

Since this thread was written things have changed. In the Window menu you will fine Extension Warehouse and Extension Manager. If you are wanting to install extensions you've downloaded directly, go to Window>Extension Manager. At the bottom you will find Install Extension.