An assembly as one STL file instead of 21 separate files

SF 2008-05-20

I am attempting to create one stl file from an assembly with21 parts. When I save the assembly as a stl file it saves each partas a separate stl file. I know in Catia the assembly needs to beturned into a solid which combines all of the parts together. Howis this done in SolidWorks 2008?Solidworks Import export