Export sales data report

Hi,

I am having a problem using the "Export sales data report".  Or any custom report export.

I do not understand why I cannot get separate fields in my CSV report.  All information is clumped together in "Order details", "Customer", and "shipping Address"

I would like to generate 1 report that includes all the following info below in separate fields. 

Order ID
Product Sku
Product Name
Unit price
Units
Total Price
billing name
billing Address
Zip code
State
Phone number
Shipping name
Shipping Address
Zip code
State
Phone number

The only report that partially does this is the "Export Ordered Products information" but it does not include any customer information.

John