If you aree using Move Edit Pro go to 'File' menu >> 'Export movie' >> 'Video as ...' and pick the format you want. Depending on your program version you may have both MPEG2 and MPEG4 available. Some may require an activation of the codecs, possibly for a small fee. That's one of the differences betwee regular and 'Plus' versions.
Other Magix programs would probably have similar options, or you could export first and convert to the format you want using a 3rd party utility eg 'Super' at http://www.erightsoft.com/SUPER.html (The dowload link is nearly hidden at the very end!)