Bonjour 4ndy,
Exporting a model is not like exporting a typical 3ds/obj/iges/xsi or whatever file. In XSI, a "model" is a function that allows you to save anything in your scene outside of the actual scene, so you can import it into another scene, among several things. When changing the original "model", you can update it in the other scenes containing it.
So, to create a "model", do Model > Create > Model > New. Open an Explorer, and select (single and branch) anything you want and drag them in the Model node. Then, open the Model's PPG, give a name to the model and check External. Now time to export. Branch-select the Model node, and do File > Export > Export Model... ok. Save your scene. Then open a new scene, do File > Import > Import > Reference Model, and select your model file. When the import is completed, you'll notice that in the Explorer the model icon is now red, meaning that it is a reference model.
Now if you go back in your original scene (containing the original model), you can make changes. Re-export to apply the changes to the reference. Then in the other scene do Model > Create > Model > Update Reference Model.
Voil