If you are using ADT2004 and are not a subscriber [or are a subscriber but have not installed the Tool Palettes Extension, then you will not have a Customize... option on the context menu when right-clicking on the tool palette spine and you will not have a palette tab in the Customize dialog from which you could import or export tool palettes.
As I mentioned, these are AutoCAD functions, not ADT functions. Even with the extension, the Import and Export options do not exist on the Tool Palettes tab in the Customize dialog.
The reason for this is that ADT provides a more robust means of sharing tool palettes by means of Tool Catalogs, which are accessed through the Content Browser. Care and feeding of the Content Browser is covered in the Help: Architectural Desktop 2004 Help > Architectural Desktop User's Guide > Setting Up the Environment > Content Browser.
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David Koch
Autodesk Discussion Group Facilitator