I wanted the same thing on some building parts. I parented them all together as Hanz said and then Steve Shanks added this bit to it (see below) and it worked very well for me...I went from a 1 section Prop to a corner building prop...even though it loads as 1 prop, it still lists all the parts....I don't know how to change that... "Just export it, don't change any settings or boxes on the export, just do a standard export BUT when you import UNcheck all the boxes...."