Animation Rendering

I never had any problem with this before, but I’m still learning the new Blender interface. This probably is a really dumb question, but how do I export my animation as a usable file? Every time I go to render it, Blender works through the whole process, frame-by-frame, but then just stops. I can’t make it play, and I can’t find the file it’s rendering to. What am I missing?

http://www.blenderguru.com/videos/rendering-animations

If you are learning the new interface are you familiar with Blender 2.49?
If you have 2.49 on your system you can use it to have instant replay of animations in 2.6.
File menu - user preferences - file tab. The bottom line is Animation player options.
Keep 2.4x option, click on the file icon at the end of the input box.
Find your Blender 2.49 folder and locate and highlight blender.exe file. Click accept.
The file path to blender 2.49 should be in the input box. Play Rendered Animation, Ctrl + F11 should now give instant replay.