Are you talking about the OOTB BIRT reports in the Reports tab? For these you can only export to a different format such as PDF, Excel or PowerPoint one at a time, AFAIK.
If you are exporting e.g. Test Cases from [Construction] > [Test Cases] then in RTC 4.0.6 you can export multiple reports as PDF at once by checking the reports on the left and clicking the [Export PDF for xx Test Cases] option hidden in the small black down arrow in the next column to the right. This option has been around for a while, so I think it might be in RQM 3.0.1.1 too.
What reports and what kind of export were you thinking of?
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Any answers please ?