If you have set the Export file format to 'RTF' (in Settings, Export), and the file does not open when you select the File, Open Current Export File menu item, your system does not have an RTF-compatible word processor registered.
You can either buy a word processor, download a free one, or install the free word processor that is included with Windows. You can install this option from your Windows setup disk.
Note that you must follow an installation procedure to get the word processor registered for RTF files.