Hola Umar,
In looking into the various options from within ArcGIS Explorer for Desktop or On-line. The only option within either product is to save them as an .nmf file format. There is not option currently built in to export to save the map out to any other of these formats like a .gif, .tiff etc. I would say that your current method, is the best at the moment, in order to have this as a image type of file.
Gracias, Umar!