[Plugin: Advanced Export for WP & WPMU] You don't have permissions to use this page.

I tested the plugin with the WP 3.5 beta and the admin page loads fine. Are you having any issues with any other plugins?

no

Do you have any sort of membership or role management plugin installed?

I have the same problem : “You don’t have permissions to use this page.” when trying to access the admin page.
I have BWP Security installed. Even when BWPS is deactivated, Advanced Export still shoot the error message.
Running WP 3.5 release version

@ron Rennick sorry for the dilay, no i don’t have it

I tested it with 3.5 & it still works fine. If you have used a role management plugin, etc. your roles may be messed up. The plugin has the usual current_user_can() permission check that you would find in most plugins.

I use this plugin. But the page just hangs when I click on the ‘Download export FIle’ button. Any idea why?

How many posts do you have? The point of the plugin is to allow you to break up a large site into multiple export files. If you are trying to export the whole site at once use the built in exporter.