Hi Priya,
If you want to export your keywords to Excel for analysis, reporting to a client or anything else like that, I recommend you run a keyword report, which will contain all your keywords - you can also select which metrics you want displayed as well.
If you want to export them for working on them, optimising bids etc, I would actually recommend doing that through the interface. It might be a bit longer, but at least you get the performance estimates (if you are changing bids).
Eloi Casali - SEM Consultant for Digitas, part of the Publicis Groupe