How do you save your animation as a video file?

I’m still new at this and I finished my first animation. I renderd the frames with the ANIM button and played it back, it works great! I’m ready to save it to either play in Quicktime or Windows Media (preferably Windows Media). Could someone give me directions on how to do this from start finish?

In the format panel, render settings (F10), you can choose to render your movie in an image sequence or directly in a video.
If your animation is short you can render to a video by selecting the Quicktime, AVI Raw, AVI JPEG or FFMpeg formats.
If your animation is quite long to render, it safer to render it in an image sequence, because you can stop your render if you need to, or in case of a crash, you won’t have to re-render from scratch. You will have on file by frame.
In the output panel, instead of /tmp/, specify a new directory (especially for image sequences).
If you have rendered an image sequence, you can import all the files and make a video with it in the video sequence editor.