From the STATA window use File > Export > Comma or tab-separated data.
You can then use Stat Transfer to convert the file into a filetype of your choice.

Another option is to use the command Outsheet in the command window.
Outsheet using c:\statafile.txt
will output into a tab delimited ascii file on your C: drive
Outsheet using c:\statafile.xls
will output into an excel file, with the variable headings on the first row.
For more detailed instructions and options using outsheet type help outsheet in the command window of STATA - or - go to http://www.stata.com/help.cgi?outsheet




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