Hmmmm - I'm confused by this one since (a) I do this often, and (b) it's as easy as File -> Print for me. I'm either doing it wrong or it's that easy. I know there is File -> Save As too but I don't use it.

N.B. I'm not a graphic designer or a web designer, per se, but I do that sort of work for my company in the sense that we hired people to do the creative and give us the .ai and .psd then I edit it for upload/print.