buttons work independentaly

tell application "iTunes"
	set the_result to button returned of (display dialog "Selected Track's Radio URL:
	
" & ((get address of selection) as string) buttons {"Copy selected track's URL", "Export to Text", "Cancel"} default button 1 with icon 1)
	
	if the_result is "Copy selected track's URL" then set the clipboard to address of selection as string
	
	if the_result is "Export to Text" then set myText to address of selection as string
	
	set myDesktop to ((path to desktop folder as text))
	
	set myPath to myDesktop
	
	set myTxtFile to name of selection as string
	set fileWrite to open for access myPath & myTxtFile with write permission
	
	write myText to fileWrite
	
	close access fileWrite
	
	if the_result is "Cancel" then close
	
	
end tell


how do i make it so that each button does a seperate thing

Try something like this:

tell application "iTunes"
	activate
	
	try
		if selection is {} then error
		tell first item of selection
			set radioURL to address
			set trackName to name
		end tell
	on error
		display dialog "No radio track selected." buttons "Cancel" default button 1 with icon 2
	end try
	
	display dialog "Selected track˜s radio URL: " & radioURL buttons {"Cancel", "Export to Text", "Copy URL"} default button 3 with icon 1
	set theButton to button returned of result
end tell

if theButton is "Copy URL" then
	set the clipboard to radioURL
else if theButton is "Export to Text" then
	try
		set fileRef to open for access ((path to desktop folder as Unicode text) & trackName & ".txt") with write permission
		write radioURL to fileRef
		close access fileRef
	on error errMsg number errNum
		try
			close access fileRef
		end try
		display dialog "Error " & errNum & return & return & errMsg with icon caution buttons {"Cancel"} default button 1
	end try
end if

See also: If Statements