It's really easy to select all the contacts in Mass Mailing News. From the taskbar, go to the “Contacts” menu and select “Select all”. When all contacts are selected, you can reverse the selection, check, uncheck and export the selected contacts.
Note: If you are in the “Message editor” tab, you will see that many items are not activated in the “Contacts” menu. In order to activate these items, you need to be in the “Contacts list” tab. To be able to export contacts, you need to have the enterprise edition of Mass Mailing News.