exporting the audio as an MP3


I just imported my audio story into Audacity and am trying to export it as an MP3 onto the server. When I try to export it, a box comes up saying "Audacity does not export MP3 files directly, but instead uses LAME, an MP3 exporting library available separately. See the documentation for my information." I'm in the JRR right now, and the person working here said there might be something wrong with the laptops? Or am I doing something wrong? Is it ok if we just export it at the beginning of lab?