You're exporting an RIS file from where? How? What is "it" that says "saving to my library"?
Remember we can't see your screen, so we need more details.
I am exporting from my library. I created a folder and clicked on the "Export" link. I selected to export as an RIS. It opens a new tab in Mozilla and this is where it says "saving to my library."
You're exporting from zotero.org website in Firefox and you also have the Zotero extension installed. The Zotero extension is set to automatically import RIS files from websites, so when you try to save it from zotero.org, it's intercepting it and importing it back into the library.
The best advice I can give you is to use your Zotero client in Firefox to manage your library and export the RIS file. You can open it either via Zotero icon in the toolbar (Z next to the search bar) or by pressing Ctrl (Cmd on Mac) + Shift + Z (make sure you cursor is not inside a text box). There, you can select items (or collections), right-click and export in any format you want.
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Remember we can't see your screen, so we need more details.
The best advice I can give you is to use your Zotero client in Firefox to manage your library and export the RIS file. You can open it either via Zotero icon in the toolbar (Z next to the search bar) or by pressing Ctrl (Cmd on Mac) + Shift + Z (make sure you cursor is not inside a text box). There, you can select items (or collections), right-click and export in any format you want.