@Steve > A little more information would be great so I can try to help more.
Are you referring to exporting tracks from Rekordbox onto a USB device?
If so, are you putting the USB device into a CDJ that supports Rekordbox analyzed files properly? Which models of CDJ's please?
As from what I understand at this point, you can create playlists in Rekordbox and export playlists to your USB device. Also, in the Rekordbox "Preferences" under the "Export" tab, you can select different categories to export your tracks with.
This thread might help as well: http://forums.pioneerdj.com/entries/20210682-rekordbox-folder-structure-import
Please let me know if this helped and provide some more information if you would like further assistance.