The basic steps are generally the same as with the old PubMed interface. Here's a quick run down of what to do.
(1) Select the box(es) of the citations you want to export
(2) Under the "Send to:" dropdown menu, on the upper right of the results list, select "File"
(3) Under the "Format" dropdown menu, choose "MEDLINE"
(4) Select "Create File"
(5) Save the file to your Desktop
(6) Import the file into your bibliographic software (ie, RefWork or EndNote)
View PubMed's narrated tutorial showing you how to do this.