I don't think it is possible. Though you can create a copy of the ALX file and simply edit it in notepad so that only that one application is in the ALX. It's fairly easily. Just look for <application> and </application. Remove all the other apps in the ALX except for the one you want.
If I just rename the alx file and then make my new backup later, I can still browse to the old alx file and grab storm slider out of it by itself using app loader in DM? And then still use the new alx file to get my new stuff whenever???