The snippet I mentioned in my comment, http://help.arcgis.com/en/sdk/10.0/arcobjects_net/conceptualhelp/index.html#/d/000100000026000000.htm, is pulling in the ExportFormat value through the function argument. When the function is called from a different method it is providing that value (e.g. "PDF" or "JPG"), which you are not using the function arguments. You need to assign that value to the variable before the Select Case statement:
e.g
Dim pExport = IExport
'pExport = New PDFCreate <------------- not needed
ExportFormat = "PDF"
Select Case ExportFormat
Case "PDF"
pExport = New ExportPDF