Hey Rick - in the console view, select the fader for your master bus, right click and check "arm for automation". Then in the tranport window, click "record automation" and at the appropriate time, do your fade out and it will be recorded.
Alternately, if you're working with a stereo master track, hover your cursor over the upper right corner of the tail of the track until you see the fade icon and then click and drag the fade back to the desired start point.
Hope this helps you out!