You can export multiple pages in a single step by selecting all the pages you want to export at once.
-In the Pages panel, select the pages that you want to export.
-Right-click, and select Export Selected Page(s).
-In the Export dialog box, select one of the options from the Export menu:
- Layers To Files Exports layers in the selected pages as individual files
- States To Files Exports states in the selected pages as individual files.
- Pages To Files Exports selected pages as individual files.
I'm sorry. I didn't notice that you were using CS4. When you export via the Export Preview window [File > Export Preview] do you find an option for specifying pages to export?