Is this the only way to do multiple animation tracks(DirectX)?

The only way I can find to have a directx file with multiple tracks of character animation in it is to:
A) Make all my actions in Action Editor(run, walk, etc).
B) Go threw each action saving each to a new .x file(enable run then export new .x file, enable walk then export new .x file, enable <you name action> and then export new .x file).
C) Take all individual files and use Microsoft’s Meshview to combine them into one.
My question: Is there a way to just export(directx) all the actions, all at once, to just one file?

I have the same problem. I have tried almost every format and I can only get multiple working with fbx but then the model explodes on animation in xna. I will have to try your meshview thing. It sucks to have to do animations in inferior software when Blender does things so well. Maybe I am doing something wrong?

I will monitor this thread in case you need any help getting it to work.