It is happening the same thing on my account.
It´s not a browser related, because I have logged with other accounts using IE8, Firefox, using my computer and different computers, and they can export easily.
However, my account has to many contacts on it, and when it seems that the csv file is going to be exported, the browser stops creating the csv file and the file is never created.
I am stuck with it, and I would like to hear about a fix for this.
Please help