Have you tried the 'Collect addresses across found set' option?
No - can't as that option doesn't exist within the SEND button which is already configured
in the Email marketing campaign section of the business productivity kit.
Never Used it but I did dowload it and it seems as though you would have to put the send mail outside of the loop and instead gather the email addresses in the global field. Instead of replacing the value in the global field each time, you would have to loop through and add to the global value.
Campaigns_Contact Management globalID::Email is the global field.