Good points Leafy.
I guess I just assumed that the experience for the final battle would be given (sorry if I was misleading, I just didn't know any other way it could be done).
If you go through a full game of IWD and enter the cabin to speak with the Hrothgar (or whatever the Barbarian Shaman's name is -- I'm terrible with names) you are then "windwalked" to HOW. After completing the first leg of the quest (identifying who the troublemaker is, you can enter a dialogue with Hrothgar and ask to return to Kuldahar.
Later you should be able to go back to the Shaman and tell him you are willing to help solve the problem you originally identified. After that you should be sent back to Kuldahar to finish your main quest in IWD.
When I went through HOW, my game exported the characters right at the final battle (I thought it was after the battle, but I guess it was just before). In browsing my character folders, there are characters listed as HOW1 and HOW2 and so on. These are the characters that were exported. I don't know if these files are overwritten the second time through or what.
Anyway, that's all I know.
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Most Subtle Official Straightman of the Laughing Hyenas -- Grammarian Brigade.