Welcome to the forum.
What is your Multiplexing setting?
When you get separate files for the Video and Audio Streams, the Multiplexing is likely set to None. A correction in that setting should get you a multiplexed (both Streams in one file) version.
Good luck, and please let us know if Multiplexing fixes your Export.
What Export Settings did you use.... MPEG2-DVD?
Post a screenshot of your Export Settings dialog.
What is the intended destination for your finished video?
Just to get everyone on the same page, an 'export' is not a 'project'. Premiere Pro saves the project to one single file, using the .prproj extension. What you're asking is why are your exports coming out in two files.
The answer is because that is the best way to do it when you want to author a DVD or Blu-ray, so that's how the presets are set up. You get a video file and a separate audio file, which you then bring into your authoring program.
If you want a single file for computer playback, there are other presets that would probably be more appropriate.
I am looking for advice on the multiplexing - which I do not really understand. So if I am going to author a DVD using Encore CS6, which multiplex option should I use, preferably?`
When authoring for dvd mulitplexing should be None. Which means you have two files, one for video (m2v) and one for audio (wav/ac3).
When you set multiplexing ON you get one file .mpg.
First option is the best way to make a dvd.
Thank you for prompt reply. I guess I have to do it all over now then, since I choose "DVD" for all videos...
Thought that was the most logical setting if I wanted to make a DVD...
Is it possible for you to - just briefly - explain the difference between the two, regarding the continued workflow? I mean when is the "DVD" option best (if not for making a DVD )?
The DVD presets are best for making a DVD. Leave the multiplexing setting alone.