The export functionality for Rock Band 3 debuted in most regions with Rock Band 4's December update last week, but had not been available for PlayStation 4 users in Europe until today, Harmonix confirmed on Twitter.
Due to music licensing complications, some songs didn't survive the export process from the original Rock Band into Rock Band 2, or from Rock Band 2 into Rock Band 3. Thankfully, though, Rock Band 3 owners will be able to export all 83 of the tracks that shipped with the game into Rock Band 4, as long as they're on the same user profile and staying within the same console family (PlayStation 3 to PlayStation 4, or Xbox 360 to Xbox One).
The process is relatively simple, but differs in one major way depending on whether you're on PS4 or Xbox One. Starting from the Rock Band 4 main menu, head to "Get More Songs" and navigate to the new "Exports" tab. Choose "Rock Band 3," and then "RB3 Disc Export Pack." At that point, the game will electronically verify whether your PlayStation Network or Xbox Live account owns Rock Band 3 — both physical and digital copies count — and is thus entitled to export the songs.
Assuming you're good to go, you'll be taken to a PlayStation Store or Xbox Games Store screen to buy the Rock Band 3 song export pack, which costs $14.99. This is where the path separates (and gets much more annoying for PS4 players). On Xbox One, you can download a single package that contains all of the Rock Band 3 songs. But on PS4, because of the way the PlayStation Store is designed, you'll have to individually download all 83 tracks by clicking the white download arrow next to each song. (You don't need to do this all at once — you can head to the "Add-Ons" section of the Rock Band 4 menu at any time to get tracks you didn't initially download.)
At this time, Rock Band 4 only supports importing tunes from Rock Band 3. Harmonix said yesterday that it is planning to add support for the original Rock Band in January, followed later by Rock Band 2 and Lego Rock Band. You will need to have exported songs from older games into Rock Band 3 before you'll be able to import them into Rock Band 4.
Imported songs from Rock Band 3 will support new Rock Band 4 features like Freestyle Vocals and Freestyle Guitar Solos. But you'll be losing the keyboard parts, since — as Harmonix said yesterday — keyboard support is sadly "never coming back to Rock Band."
For more on Rock Band 4, read our review.