If your clips are all one after another on one line eg [a][b][c] (not stacked up one above the other on different tracks) the only thing I can think of is that you inadvertently have a 'range' set that only covers one clip. Easiest fix is the double headed arrow icon <--> to the right at the bottom of all the tracks which does a 'Zoom to fill movie length'. The keyboard shortcut is [Ctrl + 8].
Just checking... When you say '...only converts 1...', what are you doing? Is it 'File' >> 'Export movie' >> 'Video as avi...' (or as mpeg etc)? The export window has a tick box for 'Only export selected range' which should be un-ticked. The export range only option is however very handy for checking on final render quality or to see a smooth transition or complex effect that the preview might not provide.