I created a SQL Server 2008 Job when runs everyday at a specific time. When the job finishes, I can manually Export the job log as shown in the link below:
http://www.websense.com/support/article/kbarticle/How-do-I-exporting-SQL-logs-and-job-history
Is there a way to automatically export this job log when it finishes.
You could create a CMDEXEC job step at the end, which runs BCP with the QUERYOUT option to export the contents of MSDB.dbo.sysjobhistory to a flat file.
Alternatively you could have a TSQL job step, which runs a query against the same table and then e-mails it using DB Mail.
The third alternative which would be my preference but possibly overkill, would be to have an Execute SSIS package step. You could then have a simple SSIS package which queries the above table and then either writes it to a file, emails it or both.