Consider a weighted graph 'net':
length = 500000;
vtx[] := Table[i <-> RandomInteger[{0, i - 1}], {i, 1, length}];
w = RandomInteger[{1, 100}, Length[vtx[]]]
net = Graph[vtx[], EdgeWeight -> w, GraphLayout -> {"SpringEmbedding", "EdgeWeighted" -> True}];
Export["net.png", net, "PNG"];
Unfortunately, Mathematica is unable to visualize such a network and save it to a file. Is there any way to do this?