How to export animations

Made my first animation today. A real basic object bending around like a finger. Anyways, I wanted to export it as a movie that is uploadable or convertable easily to an uploadable form for youtube.

Do I need to export each frame individually? I searched around on this forum and that is the idea I get. What is the best and quickest way to get it into a movie?

http://wiki.blender.org/index.php/Manual/Rendering_Animations