I have the Lightwave Discovery Edition (PLE version of Lightwave), and it looks like I can save a file as an object.
When I click on File>Save it lists “Objects,” and I’m wondering if this is the object format?
Arg. It’s always too small.
Well, first, your ‘Try this’ image is exactly the same size, but hey… 
Secondly, and far more importantly, you should be able to just save your objects as normal lwo files - Blender will quite happily import native Lightwave objects. In which case, you should just be able to get away with the normal ‘Save As…’ menu option in the Modeler rather than trying to hunt for an exporter.
About the image: Yes, I noticed that, but was too lazy too edit 
Sorry it didn’t work out 
Actually, yeah I was wondering if it would work natively rather than looking for an exporter.
I have the Maya PLE but that only saves as .mp format. Not object.
Would there be any way to write a conversion script for that? It’s proprietary though…
'Fraid I can 't answer that one. Never had any experience of Maya - in conjunction with Blender or otherwise.