You can use a timebase of 200ms/div and set the number of samples to 2MS to achieve a rate of 1MS/s.
It is possible to save the data to a single .psdata file - choose File -> Save All Waveforms As... and then save the data.
The psdata file does not show the actual time on the oscilloscope display, but if you choose Views -> View Properties you can see the time of capture.
It is also possible to use the Save All Waveforms As... option to save the data as .csv files to open in a spreadsheet application - it will be split into files though as a program like MS Excel can only show a finite number of lines. The data will contain a time column though.
There will be some dead time between waveforms for a trigger re-arm. In your particular case, with the above timebase setting you should be able to capture seamless data for the period of 2 seconds.
Hope this helps.