Why Export Results is too slow?

I will try to be brief and clear at the same time

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1. My Advanced search has dropdown boxes
   
2. 3 of them are also depending dropdown boxes
   
3. To run the search I select the values using the drop down boxes
   
4. When I hit search it will do it and take the time needed to complete and to get back to the _list.asp page (I did not analyze this part)
   
5. When I hit the export and start actually exporting the data
   
   **6. It will run the proper query with the right parameters selected on the advanced search but
   
6. It will also run so many queries per each field depending on the value for the dropdown boxes selected.**
   Why it will run so many queries for each record for each field with dropdown boxes?
   
   This definitely slow down the performance of the aplication and the Server considerably when using it in a bigger scale.
   I did not check the _list.asp but I bileve it is happening there too. Probably in this case is not that big of a deal since it shows 10, 20, 50...500 records at once, but exporting should work differently.
   How can we avoid this being done in order to make it run with no performance problems?
   
   I hope this helps