Replying to Best Way to export movies from Premiere

Hey guys, I have used the searchbar without much luck in finding good info on this.

I notice some of you manage to export your movies into such high quality onto this site, but the file size is sooo small? How do you manage to do this?

I have tried to play around with the export settings in Premiere, and tried WMV and quicktime files but to no avail. Do I need another program to compress it or what!?

What are the best settings to export to get the highest quality vid at the smallest file size? Please help.