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I'm sorry, but that's how the files will be presented in the excel file. If you wish to get them all, you will have to download them in the form submissions page. You can use the Download All Uploads button.
Or, you can use this method: http://www.jotform.com/help/315-Downloading-File-Uploads-in-the-form-using-DownThemAll-Mozilla-Firefox-Extension.