At this time, that is a "Pro" feature. <frown>
There is one (ugly) workaround:
1) Duplicate the first shell. (note: there is an option to Mirror one of the shells - might be handy)
2) Position the two shells so that they are not touching.
3) Export both shells separately, but use the STL-Ascii option (note: the files will be BIG)
4) Merge the two files:
4a) Use some kind of text editor to append the two files together
4b) or.. at a windows command line:
copy file1.stl+file2.stl file3.stl
5) Re-open the merged file with Netfabb
6) You will get a message "Shall separate shells become separate?" - answer NO
7) Save as STL-Binary (making it smaller)