Hi, I think it is possible to achieve what you are trying to do.
Currently you probably have your project ‘output’ type as DVD, which is why you can create multiple slideshows. i.e. it will produce a DVD with menus and multiple slideshows. To create a video file, you need to change the output type at the top to ‘video file for computer or web’.
As you pointed out, it will only allow you to create a video file from one of these slideshows, i.e. the currently selected one. It is possible to make multiple video files, one for each slideshow, but it sounds like you want to merge them all together to make one big slideshow?
To do this, you could move all the slides from one slideshow to another. Select one of the slideshows you wish to move all the slides from, then left click the first slide (to highlight it with a blue border), then whilst holding down the shift button, left click the last slide in the slideshow. This should then highlight every slide in the slideshow. Then right click on any slide, and select something like “Move to ‘my slideshow1’” or whatever your primary slideshow is called.
After this select then primary slideshow, change the output type to ‘video file’ then select the ‘Create video’ button to create the one video file ready to transfer to USB stick.
User manual should cover some of the areas discussed in previous post:- (Selecting output type) (Moving slides to another slideshow)