Yes, just load the individual tiles that you exported back in when the export completes, then select them all in the Control Center, then right-click and select the option to create areas from the bounding boxes of the files. You can then export that out to a Shapefile.
Comments
Let me know if I can be of further assistance.
Thanks,
Mike
Global Mapper Guru
gmsupport@bluemarblegeo.com
http://www.globalmapper.com