If you want to use your work elsewere, you should download as PNG or JPG and not in Fatpaint's proprietary format JPM.

You should do this:

1: To save the whole page as PNG, go to “file” menu and choose “Save pages as images files”.

or 

2: To save the object as image, press on the the object, in the “Actions” menu select “save as image”.

Then, if you want to convert to vector format, go to the website http://vectormagic.com