'Exporting' means creating the mpeg2 video file. I do not have X5 but on my older Video Studio program that was achieved from the 'Share' menu.
You then 'import' that Mpeg2 video back in to the program under the dvd author section.
I can not read the error message. Maybe some fault with the upload.
Do not use the dvd-burning app with Corel. Store the created file/folders as an ISO abd use imgburn to do the actual burning on to a disk.