In any of the professional programs (Solidworks, ProE, Catia...hell, even Inventor) its a simple matter of clicking "Save As" then changing the file format to be saved to .stl.
Sorry I cant help with any of the cheaper programs, but using creating datum planes for multiple sections is a start.
"I am, and ever will be, a white-socks, pocket-protector, nerdy engineer -- born under the second law of thermodynamics, steeped in the steam tables, in love with free-body diagrams, transformed by Laplace, and propelled by compressible flow."