Hi Paul,
Thats an easy one.
Before you can use a USB (disk) device on a B2, it MUST be in FAT32 format.
The best way of achieving this is to format it using the B2 - (However the format will erase all previous content on the USB device)
Plug the USB device into one of the B2's USB ports at the back and run this command using the Front panel and round knob (the Menu system)
"Main menu > Settings > Maintenance > Format USB A or C"
Once this completes, reboot the B2 and you will find that the B2 will be able to see the USB device and you will be able to run your "Export" backup OK.
If it was not a backup you were wanting to do - Ie load music from somewhere else, then the Format will have erased all this music off the USB device and you will have to reload the music onto the
USB device again first. If you are doing this from a Windows PC, IGNORE any Windows warnings about the USB device - do not let windows check it or mend it!, just copy your music to it, it will work fine.