As philip said, simply press the 'Save Character' on the menu screen and the character will be saved(exported) exactly as it is; items, level etc.
All saved characters ends up in your 'Local Vault' folder and are called .bic files. You don't need to worry about overwriting any files while saving characters, a new file is simply created every time you save a character. I don't know exactly how these are named, but I assume there's simply a number after the name of the character, example: Bob001.bic , Bob002.bic etc.
On the list where you choose which character to use in a new module, there will be a parenthesis with numbers within them after the character name if you have saved that character and how many times( characters are automatically saved after you create them).
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