Hi Anand
Try these three KB articles.
http://support.microsoft.com/kb/918291/
http://support.microsoft.com/kb/926882
http://support.microsoft.com/kb/923999/
The short answer is, you need to patch to Rollup Update 2, but even then there are some circumstances where the customisations won't get exported (where the customisation you are expecting to export is for a lookup attributes with a parental or referential relationship).
Please let us know how you get on.
best wishes
Greg Owens
My Blog: http://thecrmgrid.wordpress.com