Create all your animations and save them as seperate BIP files.
Select your biped (any component), and under the Motion tab, in the Biped section, enable Motion Flow Mode.
Now, under the Motion Flow section, press the Show Graph button.
The Motion Flow Graph dialog box will appear. Press the Create Multiple Clips button (second from left) and select all your BIP files for this character. They will appear in the dialog box. Close the dialog box.
Now press the Define Scripts button under the Motion Flow/Scripts panel.
The Motion Flow Graph dialog box will appear again. Select each of the BIP files you want included in the order you want them, then close the dialog box.
The BIP file names will appear in the list box under the script name.
For all but the last BIP file, adjust the transition by first selecting that name, then clicking the Edit Transition button.
In the dialog box that appears, change the Length to zero and the Source Clip: Start to the last frame of the clip. Make a note of the length of each the clips.
This is the Transition setup from RunStart to Run, and has a length of 25 frames (0 - 24). Here the Length has been changed to zero, and the Source Clip Start has been changed to 24.
At this point, you should have all your animations available. Press the Play Animation button and they should play one after the other.
Now press the Create Unified Motion button under the Motion Flow/Scripts section. This will generate all the keyframes for all the motions.
Turn off Motion Flow mode, then select the mesh to be exported.
Under the Modify panel, add an OctopusExport modifier (if one doesn't already exist). Change the Skeleton Animation Type to Biped.
Add each of the animation names/frame numbers/lengths to the list, and you're done! Ready to export.