Hi Michael,
Does BlueZone / Rocket TE crash with any error messages when it closes or quits? Could you please confirm the version of BlueZone / Rocket TE you are running by choosing Help -> About BlueZone / Rocket TE....?
There is not way to add the option, "Append Data to File" as a toolbar button, however, we will review this request and possibly to add it to our enhancement's list for future consideration.