Not sure if there is a quick way to just export the performance for use in the player, but this is what I do...
1. Open a performance in RM with your Stage/Toaster/Rack
2. From the slot menu on the right, I drag each one into a folder in windows. One at a time and rename the file as it was in my performance. As most of mine go left to right as; Clean, OD, OD+, Solo, Swell.
3. Open the Player in RM
4. Drag each one of your performance slots you renamed into the player in consecutive order as you had them in your performance using a 1-5 slot in the player (those are organized by color and numbers).
5. Rename the slots again within the RM