aFTER I MET THE VAMPIRE GIRL HOW THE HECK DO I GET OUTA HERE?

head up the steps, you'll be attacked by gargoyals. keep going that way. Soon you'll be outside the cave and get to hear all Serana's responses to the weather and what not.

Head across the bridge that does not lead to the way You came into Dimhallow, fight the two Gargoyles. head up the walkway to your left to a room with a lever. The lever opens a gate to a Draugr infested Arena area, the exit is behind the Boss Draugr, do not forget to vist the Word Wall on your left.

This should be in the Dawnguard Cheats, Hints, and Spoilers section.