Ok here`s the deal: when you export the movie as a .avi flash will then ask you the name and location where you want to save the file, then it will ask you (in a new box that will appear after the name) about the video compression, is then when the divx-mpeg4 compresion option will appear, yes, you should have the codec installed before.
I think i got it with quicktime, but as long as you have it there should be no prob.
Fileas: you dont need a divx player to have it, you can get the codec from other sources but if you have the layer you have the codec, a bit confusing isnt it??
Anyway i thimk you can download it from here:
http://www.divxcity.com/codec_main.php

Hope that help you. Good luck.