David and Lorraine,
Daniel Horowitz provides a good explanation. Lorraine asked specifically about My Heritage and I quote their explanation as follows;
You can export a GEDCOM file of your family tree on your family site on MyHeritage.com.
1. Log in to your family site.
2. Move your mouse cursor over ‘Family tree’ and click on ‘Manage Trees’.
3. On the page that opens, click on ‘Export to GEDCOM’ on the right side next to the name of the tree you would like to export.
4. On the next page you can choose whether to include photos to the GEDCOM file. Then click 'Begin the export'.
5. You will then receive an email with the link to download your GEDCOM file.
Once you save this gedcom file (suggestion - add the date to the file name) you can export it to wherever you wish or use your preferred genealogy software to open and make changes.
Pieter Hoekstra <sold@...>