Use keyboard shorcut Ctrl+M (Export Movie) then, in the file pop up window, check on the setting button.
In general : set it as you wish
FIle type : QT Range : Entire sequence or workbar Check Export (Video & audio)
in the video menu : Set the compressor (H.264) millions of colors, bla bla Frame rate : 29.97 (For NTSC) Pixel aspect ratio (D1/dv NTSC 0.9) for 4:3 Set your quality and data rate (This will affect the file size)
For the web i recompress and limit data rate to 1400 K/Sec...