You can download a CSV (actually tab-delimited) text file of your transactions from Seller Admin > View/Download Transaction Log. Note the log initially shows only the past rolling-month of sales, but you can select a different date range or specific product and click View Log to see data for sales in the selected range, and then you can click Download Log to save any log view to your computer.
However, for sending order data to a third-party shipping service or fulfillment house automatically whenever an order comes in, you would probably want to use our Integration feature instead:
http://www.e-junkie.com/ej/help.integration.htm
You can either have the order data sent to a script they maintain that can accept PayPal-style IPN submissions, or you can simply use the Multiple Emails approach described on that page to have an email sent to them with the order data. You may want to provide them with that link to our Integration help page to get their opinion on what method they could support.