Export not working?

[Mitchell Mebane]

I've installed LyX 1.6.0-rc3 (the bundle) on Windows and have been 
playing around with it.  I just tried exporting a document to PDF, but I 
don't think it's working properly.  I was confused at first about not 
getting a file dialog asking me to save the file, but I found in the 
user's guide that "The resulting files are placed in the directory of 
your LyX-file."  However, this definitely isn't the case!  I don't seem 
to get any result.

I even tried copying my LyX file to C:\a.lyx (to eliminate the 
possibility of filename/path issues) and opening it from there, but 
export still seems to do absolutely nothing.  Is this a bug I should 
report, or am I doing/understanding something wrong?  I've tried PDF 
(pdflatex) and also exporting as Plain text.

--Mitchell