Don't use smilies like that, its annoying.
What I can think of would be the problem:
1)Did you create a box and name it frame?
2)Did you link the box that you named from to all pieces of your model?
-Tip: Make sure you link the geometry to the frame, not the frame to the geometry you want to export.
My real name is a Mammoth, if someone who cares sees this, please change my name to a Mammoth