The export users process in the initial release of WP-Members 2.9.7 can cause an error if debugging is turned on or PHP messages are set to display warnings.
The file /admin/user-export.php in the initial release had some artifact characters at the beginning of the file. That’s the cause of the error.
If you would like to fix this without re-downloading the plugin, open the WP plugin editor (Plugins > Editor). Select WP-Members from the dropdown, then select the file /admin/user-export.php.
At the top of the file you will see the letters “Th” at the very beginning of the file, just before the opening PHP delimiter (<?php). Delete the “Th” so there is nothing, including any whitespace, before the opening <?php
Alternatively, the download package has been updated to reflect this patch, so you can also re-download the plugin.