Many of the postprocessors already support Auto Tool Changing and it's very easy for us to modify the postp you are using to save multiple tools into a single file.
What postprocessor are you currently using?
When calculating multiple toolpaths using different cutters for a job you need to,
1. Specify a different Tool Number for each Tool used
2. Order the Toolpaths in the sequence required to cut the job - in the Toolpath list
3. Make the toolpaths Visible in the 3D window - click the check box for each toolpath
4. Save with the option 'Output all visible toolpaths to one file'
This saves all toolpaths being displayed in the 3D window, in the order they appear in the list.
Let us know which postp you are using and we can take this from there - firstname.lastname@example.org
There's a Delete Toolpath icon on the Toolpath Operations menu - 5th from the left.