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when the dialog box appears, in the format section, choose save HTML and images, and the file should have an .html extension. a folder with the images in your animation will be created as well--this folder will likely be called images.
in the end, you'll have an HTML document coded by imageready that makes references to images that are contained in the images folder. make sure the file paths to your images are correct, you may have to update that manually if you relocate the document and folder.
i'm on a mac, but i think it is essentially the same on a PC, hope it works.