Can anybody tell me how to output 3D regions to a geo file when you use HEXA?

CFX-4 requires the structured, multiblock mesh. From Hexa you need to write the multiblock volume mesh - rather than unstructured. It will write a "multiblock" file, plus one domain file for each block in the topology. When you convert to CFX-4 via the Output menu, you'll select all the domains for conversion.

Thanks but I already had a structured mesh!!! The issue was outputing 3D subdomians. I found out by trial and error that if you create an Assembly (under parts) covering the blocks of interest this appears as a volume region in the CFX4 output tab and all works correctly.