Exporting playlist to external hard drive or memory stick.

When i try to export my playlist's using Rekordbox to my external hard drive or memory stick the option to export is blacked out and i am not able to transfer my tracks. I have a pioneer Aero and would like to plug my hard drive or memory stick straight into my device to play but I can't. I was able to do it once but that was a while ago. would this have to do with the later versions of Rekordbox. I have formatted my hard drive and memory stick as instructed but still no joy. My external hard drive is brand new as I bought it for this purpose only but now I am stuck.