To export the CSS Menu Writer Themes, you would have to go to this directory:
C:\Documents and Settings\<Your User Name>\Application Data\Adobe\Dreamweaver 9\Configuration\Shared\WebAssist\CSSMenuWriter\presets
You would have to find the directory for the preset you want to export as well as the xml file pertaining to that preset.
Then you would want to zip up the two as well as the wa.xml file that I will attach to this ticket. Make sure you extract the wa.xml from the wa.xml.zip before including it in the preset export.
So the contents of the zip for your preset will be:
directory with preset name
xml with preset name