Thanks Mary for the suggestions! Ben - Mary is correct in that there is an exporting limit of 1 million cells. The reason we have to throttle this feature is because if someone performed a massive export it could slow down the servers and therefore affect the experience of all other users.
If you need to export a file with over 1 million cells you can do it in batches. If you click into the Advanced Filter Options you can cut up your export with the Filter with RecordID greater than option. Remember - the more fields you select in the export, the less records you can have in a single export. As you select and deselect fields the number at the bottom of the screen stating how many records you can export will automatically update. Hope this helps!
- Jason