How Do I Export Thematic Classes To Separate Levels?

Good evening,

I have imported a shp file, and using a user defined theme have been able to set the symbology to appropriate colors as seen in the attached DGN file. When I export to the current file and a new or existing model, the exported data is on the Default level. How do I export the data to separate levels?

Bentley Map V8i (Select Series 4) 08.11.09.615

Bentley MicroStation V8i (Select Series 3) 08.11.09.714

EDIT: I followed the same method some time ago with the same SHP file and levels were separate.