From the blog post at http://www.bencurtis.com/archives/2009/03/exporting-from-a-saas-application/

gistfile1.rb

Zip::ZipFile.open(zipfile, Zip::ZipFile::CREATE) do |zip|
  submissions.each do |submission|
    submission.attachments.each do |file|
      zip.add(file.relative_path, file.full_filename)
    end
  end
  zip.add('submissions.xml', xmlfile)
end