Within the Core eCommerce module, in Orders, you can use filters to customize the search with default parameters and additional filters (from the Advanced Search dropdown), but these filters are ignored when you export as the Export option (on the bottom right) only exports the entire database. (as of 10/17/2013)

I have three solutions which require modifications to the core commerce module. These are file replacements or additional files which cannot be installed via an installer and must be manual placed in the folders on the server. (ie, not for a basic user)

Option A: (OK for anyone with FTP access)
1. This adds a button for "Export" which honors the search filters
2. The default "Export" link is renamed to "Export Entire Database"
3. This requires replacing one core ecommerce file

Option B: (OK for anyone with FTP access)
1. This adds the ability to select the sort order (default is descending)
2. This adds a button for "Export" which honors the search filters
3. The default "Export" link is renamed to "Export Entire Database"
4. This requires replacing two core ecommerce files

Option C: (Advanced developer with WorldShip integration knowledge)
1. This adds the ability to select the sort order (default is descending)
2. This adds a button for "Export" which honors the search filters
3. The default "Export" link is renamed to "Export Entire Database"
4. This adds a button for "Export WorldShip" (UPS Shipping) which honors the search filters and is used for mapping and import into UPS's shipping system
5. This requires replacing two core ecommerce files and the addition of two others
6. The two additional export files will need to be edited with the customer's specific information before use
7. The exported file will have to be mapped for ingestion into WorldShip

Disclaimer: These have only been tested on Concrete 5.6.1.2 and eCommerce 2.8.9