Since webdav is nasty and never work for me, and the boys and gals over at episerver need some lessons in usability (who thought of the idea to only be able to select files one at a time with the export tool?). I made a small code snippet to dump the contents of a entire directory, like so:

public sealed class DumpaRump
	{
		public static void DumpVirtualPath(string providerName, string outputRoot)
		{
			VirtualPathUnifiedProvider provider = (VirtualPathUnifiedProvider)VirtualPathHandler.GetProvider(providerName);
			var dir = provider.GetDirectory(provider.VirtualPathRoot);
			DumpVirtualDirectory(dir, outputRoot);
		}

		private static void DumpVirtualDirectory(VirtualDirectory directory, string outputDirectory)
		{
			foreach (var subDirectory in directory.Directories)
			{
				var virtualSubDirectory = (VirtualDirectory)subDirectory;
				DumpVirtualDirectory(virtualSubDirectory, string.Concat(outputDirectory, virtualSubDirectory.Name, "\\"));
			}

			if (!Directory.Exists(outputDirectory))
			{
				Directory.CreateDirectory(outputDirectory);
			}

			foreach (var file in directory.Files)
			{
				var virtualFile = (VirtualFile)file;

				try
				{
					using (var virtualStream = virtualFile.Open())
					{
						using (var fileStream = File.Create(string.Concat(outputDirectory, virtualFile.Name)))
						{
							byte[] buffer = new byte[8 * 1024];
							int len;
							while ((len = virtualStream.Read(buffer, 0, buffer.Length)) > 0)
							{
								fileStream.Write(buffer, 0, len);
							}
						}
					}
				}
				catch
				{
					// Something wrong with this file, some fancy errorhandling should probably be made here
				}
			}
		}
	}

	DumpaRump.DumpVirtualPath("SiteGlobalFiles", "C:\\Temp\\GlobalDump\\");

Enjoy.