I'm going to disagree with the "easily" part of Mr Nemo's answer - there is a lot of stuff that doesn't export - text balloons and opacity settings are two of the most annoying, at least for me - and other things that don't export well such as 3D text objects (see attached) and lighting settings.

Also there seems to be some file size limits I can't figure out as well as some hardware-related limits (the latter not unique to Alice and probably the cause of the lighting problems).
Also, the recipients has to download some Java 3D files to view the results (click on the last link in the attached example) if they don't already have them on their computer.
The actual export is easy - just choose the option in the file menu, choose the
directory where you want the files created (it has to already exist) and create the files. I've attached a simple example. (Warning - when I say this is slow to load, I'm talking
minutes. Didn't actually think it worked until I happened to leave the room while it was loading and was surprised that it had actually loaded by the time I came back a bit later.

) To run it, you have to have all three files in the same folder.