Hi phil, did you check the manual?
If it's saving to something else then it sounds like you're not using the Ctrl-a hotkey, which is the only way to produce that export (and it won't produce anything else).
The manual's Appendix D covers ANSI specifically, and unless you've downloaded the ANSI-specific preconfigured version of REXPaint, then you'd also need to configure it first. All the relevant instructions are described in that Appendix.