Turn paging off, rebind the grid, and then perform the Export() method of your exporter.  WebGridExcelExporter only exports the rows that are actually in the grid, and WebGrid only keeps rows for the current page it's displaying.

So long as you're using the default "send-file-to-browser" functionality of WebGridExcelExporter, and you're not saving anything specific in Session state when you're doing the export, you shouldn't have to bother re-binding the grid back to the original page you had selected; your Excel file will take over any HTML response that would tell the grid on the client that anything changed.  If you are doing anything that would persist this information, however, you may need to track what page you were on, reset this after exporting, and re-bind your grid again.