It sounds like you added the filter to the master output, yes?
If so, click on FX, click on the effect and click on 'remove'.
Also, there are a number of ways you can initiate Reaper. I think the default is that Reaper will open the last project you were working on. This can cause problems from time to time, and I find it is better to load Reaper with "Reaper (create new project)". This means you are always starting afresh.
I'm not sure what you mean by 'export a project', but my guess is you want to create a stereo WAV file that you can use, say, for a CD. If that's the case, go to File / Render. This will bring up a dialog box, and you can render your creation as a WAV (or MP3) from there.