Hi there
Unless someone has a better idea I would do this be creating a SQL report to extract the relevant orders from the order and order_totals tables. Sorry, we are renovating our offices at the moment and my network is down and I only have my notebook PC connected so I can't include some SQL queries I usually use as examples. However here is a previous post with an issue somewhat similar to yours to get you started:
http://www.zen-cart.com/forum/showthread.php?t=54465