To set preferences for each export operation, select Export | Export Settings...

To	Do this
Change the default directory where Data Access Studio will store exports	Enter a path under Export Directory. You may use the Visual Assist to find the directory visually.
Open file after export	Check Open file after export. If unchecked, the export will write file to the export directory and only notify you that the export has finished.
Automatically name the export and export to default directory	Default checked. When checked, the export will name your exported file automatically and copy it do the default directory. When unchecked, the export will prompt you for the file name.