How can I export a parasolid or step file from SW?

Hi!

I am really new in in this....

I have the Solidworks 2011 Student Kit, and I need to export STEP files or PARASOLID files in order to use them in another program called COMSOL.

But when I open the "Save As"  window in SW, there are only for choices :  Part (*.prt;*.sldprt)

                                                                                                                        Lib Feat Part (*.sldlfp)

                                                                                                                        Part Templates (*prtdot)

                                                                                                                        eDrawings (*.eprt)

So no .stp or .x_t ......

What should I do??

SolidworksImport export