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That happens to me too so I don't even try the export tool anymore. Do you have CAD? In AutoCAD Map 3D you can convert shapefiles into blocks using the command 'mapimport.' It's also on the ribbon in the Map Drafting tab -> Insert panel -> Import. After you select the shapefile it has options for importing attributes. I don't know about doing it with other CAD versions though.
Actually ArcGIS does retain the data tables when the any GIS feature layers are exported to AutoCAD using the EXPORT TO CAD geoprocessing tool. To use the resultant attributed feature classes in AutoCAD download and install the ArcGIS for AutoCAD plug-in from Esri.com. Similarly you can use the plug-in to create attributed feature classes within AutoCAD files. The plug-in also supports ArcGIS Server Services such as feature services, image services and map services and its free to download.