Avid Export settings?

Hello. I'm a color correction/online facility using FCP and my client edits on Avid. I'm wanting to import a project from Avid to Final Cut 6 using existing MXF media from the Avid, but we're having trouble getting it to work. I'm thinking we are doing something wrong during the export AAF process.

Currently, after import I get an error saying the video and audio media is missing, and all the clips are offline.

I've read the manual, and read posts on this forum to try to figure this out. I believe the AAF I'm trying to import was created with the "consolidate media" option, and I know the manual does not recommend doing this. I've also read that we should export the AAF with linked media and then copy the used MXF media, however in this situation this is not practical (or possible) to manually find all the used media, gather it, and copy it over. Is there another setting during the AAF export that will allow the export process to automatically pull together the needed footage (MXF files) for transferring?

Any specific tips or workflow suggestions will be very appreciated.

Thanks,
Parke