If you just need to export specific messages, you have the possibility to place a file in the import-directory, which's name defines to message to be exported:

 export<message-type><message-number>.cmd

<message-type> has to be substituted with order (Order), desadv (Despatch Advice), recadv (Receiving Advice) or invoice respsectively. <message-number> has to be substituted with the actual number of the message you want to export.

To export this message, the file has to be named  exportinvoice1.cmd.