There are no export procedures per se on either end, but to import a car into Canada you have to have proof that it complies with Canadian safety specs, which is why you need the letter as explained on
http://www.riv.caThe US is essentially the same but the stickers on the car usually indicate that it complies, if it doesn't, it's worth getting the letter in case someone at the EPA or CBP asks. Canadian safety specs are usually tougher than US standards so going to the US with your car is usually simpler. There are exceptions though, for example if the State has some screwy standard like California.
Depends on how old your car is too, like it says at the start of the thread, Canada isn't as tough on the airbag requirement as the US.
Steve.