I've never found that the mass export tool was all that helpful to me. FT output is generally used as the basis of something else and generating huge numbers of files that have to be hand-manipulated alway seemed like too much of a pain.

I have not been able to track down the source of the multi-file export issue. What projection are you using for the map output? And, of course, what version are you using (Hold down Shift and do Help>>About to get the full version number).