If the standard logging available in DTS does not work for you, then you could create a text file before your package starts (all this would be using ActiveX script task).
Then, after each export completes, use ActiveX to check for the created file's existence, and whatever else you need to check to ensure that the job is done well. You can then write a message to your log file stating if the file was successfully created or not (and why if you are feeling brave).
Hope this helps,
Alex
Ignorance of certain subjects is a great part of wisdom