1. Bring your assembly from your bin to your workbench
2. Select 'File' from the upper left menu bar.
3. Select 'Export'
4. Select 'IGES' from the list.
5. Return to the workbench, press MB3 (Mouse button 3) and select 'All' from the popup menu.
6. Select 'Instance' from the next pop up menu.
7. MB2 to accept 'Done with All', MB2 again to accept 'Done'
8. The IGES output window will display. Change 'Default File Name' to 'Part Number'
9. Select IGES flavor (if required).
10. Press the 'Export each part/assembly to a separate file' button.
11. Press the 'Export' button.
What you'll get is one IGES file of the whole assembly and each part individually. Hope that helps.