thanks for the fast answers.

$ORACLE_HOME/bin/exp under Oracle 8i, then i typed in my username and after this the password. When i press the enter button, the DOS Window will be closed and don't make any export files.
I tried the same under Oracle 9i and there it works, but 8i not. Thats not really good :/

On a short look to orafaq, i didn´t see this problem(after trying with the exp)

Can i do something with the CMD and SQL files?