Finalizing in Adobe Premiere?!

[Xenon14]

I'm working on my second project... the first I did a few nights back. I edited the video, added sound, etc. Now i'm trying to compress it, but the final compressed file gives me an error. I tried Divx, Xvid, 3ivx...all of which worked on project number 1. Am I missing a step? Perhaps I messed up a crucial setting... do i have to make sure certain things are in order? Thanks ahead of time.