You go to http://www.rockband.com/lego-export and enter the code from the game case insert. It gives you a code. You go to the PSN Store and enter that new 2nd code, and that will start a download of a very small key file, which is the Lego Export key.
Once you've downloaded that key file, you start up Lego: Rock Band, go into the Music Store, and select "Export Songs". That's where you'll pay $10 and then download a 1.2GB file, which contains the 45 L:RB songs.