Have you thought about not even using the built-in functionality and creating it yourself? here's an example of 2 button click events and exporting to csv or xml in a webpart I created.
protected void btnExportCsv_Click(object sender, EventArgs e)
{
ExportData(DataExportFormatEnum.CSV);
}
protected void btnExportXml_Click(object sender, EventArgs e)
{
ExportData(DataExportFormatEnum.XML);
}
private void ExportData(DataExportFormatEnum format)
{
DataSet ds = MyProvider.GetAllTransactions(StartDate, EndDate).DataSetResults;
DataExportHelper eh = new DataExportHelper(ds);
eh.ExportData(format, Page.Response);
}