-Put this script in the Blender\.blender\scripts directory.Open the User Preferences
Window select the folder where the scripts are by pressing the button shown with number
1 in the image below(most probably is the Blender\.blender\scripts).Then press the other
button near(shown with number 2).Then the script can be found in the File menu-Export.
-There are two options :
Export all the scene - Exports everything in the scene(if mesh or armature)
Export selected obj - Exports only the selected object Read Documentation for more info