Magento does not let you choose to export entity_id (among other system fields) in the dataflow wizard.
How to get around this ?
Trying to work this out I searched around, found some sites, but could not work it out.
Decided to work it out myself. The answer follows.
Best Answer
Ok i did this on magento 1.6.2 (it may be different in your version, but likely not)
Firstly edit: app/code/core/Mage/Catalog/Model/Convert/Parser/Product.php
find:
make it look like:
This allows the exporting of system field "entity_id". To then choose it to export you can either just choose to export all fields, or make the following edit to add "entity_id" to the drop downs of selectable fields:
Optionally Edit: app/code/core/Mage/Adminhtml/Block/System/Convert/Gui/Edit/Tab/Wizard.php
find:
make it look like:
Done.