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How to get an export with all the data - including my attachments when transferring from Online to Desktop

I recently purchased the Desktop version and found that Quickbooks does not have an easy export process - especially for Mac users.  However, I went through the entire process using a Windows PC and followed the complicated export process but the file size was very small - the reason - none of the attachments were exported?  How do I get a complete export - one that includes the attachments (copies of all my reciepts)?  Intuit, this is just sloppy - get your act together.