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The ANM export fails with the error message:
'The link polygon of link .. is too short. The saved file would not be readable. ANM export is canceled.'
The links seem to be too short, because the used geographic coordinate system (WGS84 lat/lon thus in degrees) is not suitable for small models.
Transform the network into a suitable metric coordinate system:
Network -> Network settings -> Co-ordinate system -> <GCS_WGS_1984> -> Projected Coordinate Systems -> Utm -> Wgs 1984 -> WGS 1984 UTM Zone XX.prj .
Use the Wikipedia page on UTM
to determine the correct zone number. In Visum N or S denote the northern and southern hemisphere.