There is no 'columns selection' for export, only 'rows selection'.
The best option now is ,I think, to open a new query tab, copy the SELECT statement from HISTORY, paste it in the new tab, edit the columns list and execute.
We also had a report from a user who did like this:
select text-mode for results, copy the complete result into an editor that supports 'area selection'(he used PSPad).
We have added a feature similar to this to our TODO, but priority is low!