UV unwrap more than one object into just the one UV map

Need to keep separate mesh objects in order to best animate in Xna Windows Phone 7. But how to create just one uv map??
(Want this out of performance reasons) Could maybe create UV first and then separate objects (if this will not mess up the vertex correlation) or is there a better way??
Hope the question was not to unclear :evilgrin:

Btw. Notice diferences between unwrap in Blender 2.62 and 2.63 probaqbly due to bmesh and ngoons??

Join objects, uv unwrap, select all vertices and P / split by loose parts
Or try the Paint Plus addon that can consolidate uvs into one http://sites.google.com/site/bartiuscrouch/scripts/texture_paint_plus#TOC-Consolidate-images

That to do when all the objects are already animated? Can I select all and unwrap without going into edit mode? I am talking about hundreds of shards…