Arr, you can't create characters in preset maker. That export button is only for presets you've made. (Presets are .fhp files- characters are directly saved to a server and not your PC. This is why when you uninstall FH, none of your characters are lost.) You can create a character in the character creation screen when you log in so they are saved onto the server. You can make a preset and upload it to the preset sync (http://www.feral-heart.com/index.php?option=com_jfusion&Itemid=2&jfile=index.php&topic=39845.0) so others can see it if you decide to make one. ^^ I should note that you cannot make presets with the default makings since someone owns them. How to make presets: Preset Tutorial (http://www.feral-heart.com/index.php?option=com_content&view=article&id=4&Itemid=33). If you need any help with presets, I can help ya' with them!
Also, this should be in Game Help.
You need to create your preset by 'drawing' in Gimp, Photoshop, paint or SAI tools.
Choosing markings in the FeralHeart preset maker will not do anything.
If it is the markings you're after, you find them in the normal editor.
In the preset maker, you can make a new version of your character, with your own markings you've chosen by drawing them.
This requires a lot of time and work, which is why people usually ask people if they can request one.
Your folder has to look something like this.
(http://i59BannedImageSite/2nx4y.png)
(http://i59BannedImageSite/29pc8bs.png)
The second image is of the material file you also need to edit to be named after the image files.