exporting pipes to step

Hey all - looking for help in regarding exporting pipes via a stp format.  You would think they would be handled similar to cables with a toggle to "export pipe surfaces" in the stp export options menu.

I have followed all of PTC's published guidance and understand that I need to create a pipe solid, but cannot get CREO 4 to create the solid. 

I select the pipe segments that I want converted and then select make. This is where I get confused....I am assuming that their should be new solid parts created either in the tree or in my working directory.

What am I missing?  Thanks in advance.