Export to WAR file

I'm trying to create a WAR file by using the Export option for a Dynamic Web 
project.  I created the project by choosing the Dynamic Web Project option. I 
have tried right-clicking on the project, choosing Export, then choosing WAR 
File.

The name of the project defaults into the Web Project textbox, but an error 
message appears above it saying "The destination file should end with a .war".  
When I add a .war to the end of the project name, a new error message appears 
saying "Project does not exist or Invalid project nature. Enter a valid project 
name."

I don't get it. I chose a Dynamic Web Project...isn't that the right 'project 
nature' for a WAR file? How could it not find the project when it just 
defaulted the project name into the textbox because I right-clicked on the 
existing project?  What am I missing?

Thanks,
Kelly